+6.0%
LOW vs PHM
+149.8%
-143.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.1% |
| 7D | -2.6% | -6.4% | +3.7% | +0.8% |
| 30D | -11.1% | -12.1% | +0.9% | -4.8% |
| 3M | -8.5% | -1.5% | -7.0% | -7.8% |
| 6M | -20.8% | -6.0% | -14.8% | -18.4% |
| YTD | -17.2% | -0.3% | -16.9% | -17.3% |
| 1Y | -24.7% | -13.3% | -11.4% | -19.5% |
| 3Y | -9.7% | +47.6% | -57.3% | -29.1% |
| 5Y | +6.0% | +154.7% | -148.7% | -41.2% |
| All | +6.0% | +149.8% | -143.8% | -41.2% |
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