+165.3%
IWM vs PHM
+557.7%
-392.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | -2.5% | -6.4% | +3.8% | -0.1% |
| 30D | -4.4% | -12.1% | +7.7% | +0.3% |
| 3M | +2.2% | -1.5% | +3.8% | +2.2% |
| 6M | +14.0% | -6.0% | +20.0% | +15.7% |
| YTD | +17.4% | -0.3% | +17.7% | +15.7% |
| 1Y | +22.9% | -13.3% | +36.3% | +27.7% |
| 3Y | +62.1% | +47.6% | +14.5% | +32.6% |
| 5Y | +38.2% | +154.7% | -116.6% | -11.7% |
| All | +165.3% | +557.7% | -392.4% | +18.0% |
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