+78.1%
IVV vs PHM
+59.3%
+18.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | -4.1% | +6.7% | +3.3% |
| 30D | -2.0% | +16.1% | -18.1% | -4.7% |
| 3M | -2.8% | -2.5% | -0.3% | -2.5% |
| 6M | +2.2% | +12.9% | -10.7% | -0.6% |
| YTD | +11.5% | +9.0% | +2.5% | +8.7% |
| 1Y | +13.5% | +8.2% | +5.3% | +10.6% |
| 3Y | +78.1% | +58.4% | +19.7% | +55.7% |
| All | +78.1% | +59.3% | +18.8% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling