-42.4%
IT vs PHM
+158.6%
-201.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.1% | -4.1% | +5.2% | +2.5% |
| 30D | -1.8% | +16.1% | -18.0% | -6.3% |
| 3M | +4.8% | -2.5% | +7.3% | +5.6% |
| 6M | +33.0% | +12.9% | +20.1% | +27.9% |
| YTD | -23.8% | +9.0% | -32.8% | -27.0% |
| 1Y | -16.5% | +8.2% | -24.7% | -19.9% |
| 3Y | -53.6% | +58.4% | -112.1% | -63.5% |
| All | -42.4% | +158.6% | -201.0% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling