+32.5%
JD vs PHM
+709.0%
-676.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +0.8% |
| 7D | +5.2% | +2.9% | +2.3% | +4.2% |
| 30D | +4.5% | +16.5% | -12.0% | -0.2% |
| 3M | -15.4% | +0.6% | -16.1% | -16.0% |
| 6M | -6.0% | +11.6% | -17.6% | -10.1% |
| YTD | +2.2% | +12.1% | -9.9% | -3.1% |
| 1Y | -6.7% | +9.6% | -16.3% | -11.1% |
| 3Y | +20.5% | +62.3% | -41.7% | -0.5% |
| 5Y | -58.4% | +170.4% | -228.8% | -71.4% |
| 10Y | +32.5% | +683.0% | -650.5% | -33.4% |
| All | +32.5% | +709.0% | -676.5% | -33.4% |
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