-51.6%
IT vs PHM
+50.2%
-101.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.5% |
| 7D | -9.1% | -3.9% | -5.3% | -8.3% |
| 30D | -12.2% | -8.6% | -3.6% | -10.4% |
| 3M | +7.8% | -2.9% | +10.7% | +8.7% |
| 6M | +2.0% | -5.7% | +7.7% | +3.1% |
| YTD | -32.7% | +1.9% | -34.6% | -33.6% |
| 1Y | -31.1% | -12.3% | -18.8% | -29.6% |
| All | -51.6% | +50.2% | -101.7% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling