+309.6%
IVV vs PHM
+746.3%
-436.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.7% |
| 7D | +0.1% | +3.5% | -3.4% | -0.9% |
| 30D | -3.3% | +21.2% | -24.5% | -8.5% |
| 3M | -2.4% | +2.5% | -4.8% | -3.4% |
| 6M | +2.6% | +16.1% | -13.5% | -2.4% |
| YTD | +11.3% | +16.6% | -5.3% | +5.1% |
| 1Y | +13.4% | +14.4% | -1.0% | +7.5% |
| 3Y | +80.3% | +71.9% | +8.4% | +46.7% |
| 5Y | +72.7% | +174.3% | -101.6% | +18.1% |
| 10Y | +309.6% | +744.0% | -434.4% | +108.3% |
| All | +309.6% | +746.3% | -436.7% | +108.3% |
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 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