+42,044.7%
JBL vs PHM
+4,331.4%
+37,713.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +4.0% | -3.9% | +7.9% | +5.5% |
| 30D | -7.5% | -8.6% | +1.1% | -4.6% |
| 3M | -14.1% | -2.9% | -11.1% | -13.8% |
| 6M | +25.9% | -5.7% | +31.6% | +27.5% |
| YTD | +36.7% | +1.9% | +34.8% | +33.9% |
| 1Y | +49.0% | -12.3% | +61.3% | +53.4% |
| 3Y | +191.8% | +50.8% | +141.0% | +138.6% |
| 5Y | +409.8% | +157.3% | +252.5% | +233.7% |
| 10Y | +1,509.2% | +566.5% | +942.7% | +611.0% |
| All | +42,044.7% | +4,331.4% | +37,713.3% | +8,522.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling