+413.7%
JBL vs PHM
+156.2%
+257.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.5% | +4.5% |
| 7D | +2.4% | -5.0% | +7.4% | +4.2% |
| 30D | -13.1% | -8.4% | -4.7% | -10.5% |
| 3M | -15.6% | -4.4% | -11.2% | -15.0% |
| 6M | +24.6% | -3.7% | +28.3% | +25.0% |
| YTD | +39.6% | +1.3% | +38.3% | +36.7% |
| 1Y | +48.6% | -14.0% | +62.6% | +53.8% |
| 3Y | +197.3% | +48.1% | +149.1% | +133.3% |
| All | +413.7% | +156.2% | +257.6% | +207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling