+34.4%
JD vs PHM
+670.5%
-636.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -4.1% | -4.1% | 0.0% | -3.0% |
| 30D | +4.6% | +16.1% | -11.5% | 0.0% |
| 3M | -4.7% | -2.5% | -2.2% | -4.5% |
| 6M | -17.4% | +12.9% | -30.3% | -21.2% |
| YTD | +0.7% | +9.0% | -8.3% | -3.8% |
| 1Y | -5.9% | +8.2% | -14.0% | -10.0% |
| 3Y | +18.9% | +58.4% | -39.6% | -1.2% |
| 5Y | -62.9% | +159.2% | -222.1% | -74.2% |
| All | +34.4% | +670.5% | -636.2% | -31.8% |
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