+313.7%
IVV vs PHM
+540.0%
-226.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.4% |
| 7D | +0.5% | -2.5% | +3.0% | +1.2% |
| 30D | -1.0% | -9.7% | +8.7% | +1.7% |
| 3M | +3.9% | +2.2% | +1.6% | +2.7% |
| 6M | +14.5% | -5.7% | +20.2% | +15.4% |
| YTD | +12.9% | +2.8% | +10.1% | +10.7% |
| 1Y | +19.4% | -14.4% | +33.8% | +22.8% |
| 3Y | +78.8% | +52.2% | +26.6% | +50.5% |
| 5Y | +82.2% | +154.3% | -72.1% | +27.4% |
| 10Y | +313.7% | +545.9% | -232.2% | +121.6% |
| All | +313.7% | +540.0% | -226.4% | +121.6% |
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