+152.5%
JPM vs PHM
+152.6%
0.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -0.4% | -3.9% | +3.4% | +0.4% |
| 30D | -1.4% | -8.6% | +7.1% | +0.4% |
| 3M | +13.9% | -2.9% | +16.9% | +14.2% |
| 6M | +23.5% | -5.7% | +29.2% | +24.3% |
| YTD | +11.6% | +1.9% | +9.8% | +10.3% |
| 1Y | +21.4% | -12.3% | +33.7% | +23.4% |
| 3Y | +163.4% | +50.8% | +112.7% | +126.7% |
| 5Y | +152.5% | +157.3% | -4.8% | +75.7% |
| All | +152.5% | +152.6% | 0.0% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling