-4.2%
JD vs PHM
+61.0%
-65.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | -13.2% | -6.4% | -6.7% | -11.9% |
| 3M | -3.2% | +5.5% | -8.7% | -5.3% |
| 6M | +15.2% | -5.4% | +20.7% | +15.8% |
| YTD | +2.0% | +6.6% | -4.6% | -1.6% |
| 1Y | -5.4% | -8.8% | +3.5% | -4.4% |
| All | -4.2% | +61.0% | -65.1% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling