+312.0%
IVV vs PHM
+669.9%
-357.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | +3.3% | -6.1% | +9.4% | +5.1% |
| 30D | -2.7% | +13.7% | -16.4% | -6.3% |
| 3M | -1.7% | -1.5% | -0.2% | -1.7% |
| 6M | +3.2% | +11.3% | -8.1% | -0.8% |
| YTD | +12.0% | +8.9% | +3.1% | +7.7% |
| 1Y | +12.1% | +6.1% | +6.0% | +8.4% |
| 3Y | +78.6% | +57.7% | +21.0% | +48.7% |
| 5Y | +73.8% | +159.0% | -85.1% | +20.6% |
| All | +312.0% | +669.9% | -357.9% | +113.7% |
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