+590.9%
JPM vs PHM
+568.1%
+22.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -0.7% | -5.0% | +4.3% | +0.7% |
| 30D | -2.5% | -8.4% | +6.0% | -0.1% |
| 3M | +14.1% | -4.4% | +18.6% | +15.0% |
| 6M | +25.1% | -3.7% | +28.8% | +25.4% |
| YTD | +12.1% | +1.3% | +10.8% | +10.4% |
| 1Y | +18.8% | -14.0% | +32.8% | +22.3% |
| 3Y | +163.4% | +48.1% | +115.3% | +121.2% |
| 5Y | +156.5% | +158.8% | -2.2% | +72.8% |
| All | +590.9% | +568.1% | +22.7% | +230.4% |
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