+16.9%
JD vs PHM
+545.0%
-528.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.2% |
| 7D | -3.0% | -3.9% | +0.9% | -1.9% |
| 30D | -19.3% | -8.6% | -10.8% | -17.3% |
| 3M | -6.0% | -2.9% | -3.1% | -6.0% |
| 6M | +1.8% | -5.7% | +7.5% | +2.3% |
| YTD | -2.6% | +1.9% | -4.4% | -4.7% |
| 1Y | -17.4% | -12.3% | -5.1% | -15.8% |
| 3Y | -8.6% | +50.8% | -59.4% | -22.7% |
| 5Y | -61.6% | +157.3% | -218.9% | -73.1% |
| 10Y | +16.9% | +566.5% | -549.7% | -37.8% |
| All | +16.9% | +545.0% | -528.1% | -37.8% |
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