+188.3%
ITW vs PHM
+568.1%
-379.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | -0.7% | -5.0% | +4.2% | +1.0% |
| 30D | -8.3% | -8.4% | +0.1% | -5.6% |
| 3M | +6.0% | -4.4% | +10.5% | +7.3% |
| 6M | 0.0% | -3.7% | +3.7% | +0.8% |
| YTD | +10.2% | +1.3% | +8.9% | +9.0% |
| 1Y | +3.2% | -14.0% | +17.2% | +7.7% |
| 3Y | +21.0% | +48.1% | -27.1% | +1.6% |
| 5Y | +37.9% | +158.8% | -120.9% | -7.8% |
| All | +188.3% | +568.1% | -379.9% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling