+313.4%
IVV vs PHM
+677.6%
-364.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -0.9% | -4.8% | +3.8% | +0.4% |
| 30D | -2.3% | +16.5% | -18.9% | -6.6% |
| 3M | -1.2% | -2.0% | +0.8% | -1.1% |
| 6M | +3.3% | +12.7% | -9.3% | -1.0% |
| YTD | +12.3% | +11.2% | +1.2% | +7.4% |
| 1Y | +12.5% | +7.7% | +4.8% | +8.4% |
| 3Y | +79.2% | +60.9% | +18.3% | +48.4% |
| 5Y | +75.6% | +167.7% | -92.1% | +20.7% |
| 10Y | +313.4% | +692.1% | -378.7% | +112.9% |
| All | +313.4% | +677.6% | -364.3% | +112.9% |
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