+227.5%
LOW vs PHM
+568.1%
-340.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | -3.7% | -5.0% | +1.2% | -1.3% |
| 30D | -8.9% | -8.4% | -0.4% | -4.8% |
| 3M | -10.4% | -4.4% | -6.0% | -8.5% |
| 6M | -19.4% | -3.7% | -15.7% | -18.0% |
| YTD | -17.1% | +1.3% | -18.4% | -17.8% |
| 1Y | -26.3% | -14.0% | -12.2% | -21.1% |
| 3Y | -9.9% | +48.1% | -58.0% | -27.8% |
| 5Y | +6.1% | +158.8% | -152.7% | -37.2% |
| All | +227.5% | +568.1% | -340.6% | +24.9% |
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 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