+52.1%
JNJ vs PHM
-12.7%
+64.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -3.5% | -5.0% | +1.5% | -3.0% |
| 30D | +2.3% | -8.4% | +10.8% | +3.2% |
| 3M | +12.0% | -4.4% | +16.4% | +12.7% |
| 6M | +10.5% | -3.7% | +14.2% | +10.9% |
| YTD | +30.4% | +1.3% | +29.1% | +30.4% |
| 1Y | +52.1% | -14.0% | +66.2% | +54.9% |
| All | +52.1% | -12.7% | +64.8% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling