+1,525.1%
JBL vs PHM
+568.1%
+956.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.5% | +4.4% |
| 7D | +2.4% | -5.0% | +7.4% | +4.6% |
| 30D | -13.1% | -8.4% | -4.7% | -10.0% |
| 3M | -15.6% | -4.4% | -11.2% | -14.9% |
| 6M | +24.6% | -3.7% | +28.3% | +25.2% |
| YTD | +39.6% | +1.3% | +38.3% | +36.4% |
| 1Y | +48.6% | -14.0% | +62.6% | +54.8% |
| 3Y | +197.3% | +48.1% | +149.1% | +131.5% |
| 5Y | +413.0% | +158.8% | +254.2% | +196.0% |
| All | +1,525.1% | +568.1% | +956.9% | +516.1% |
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