-26.6%
IT vs PHM
-14.5%
-12.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.9% |
| 7D | -12.7% | -6.4% | -6.4% | -11.7% |
| 30D | -8.9% | -12.1% | +3.2% | -7.1% |
| 3M | +10.1% | -1.5% | +11.7% | +12.0% |
| 6M | +7.3% | -6.0% | +13.3% | +8.8% |
| YTD | -32.4% | -0.3% | -32.1% | -32.6% |
| 1Y | -26.6% | -13.3% | -13.3% | -25.0% |
| All | -26.6% | -14.5% | -12.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling