+35,474.9%
LOW vs PHM
+11,456.8%
+24,018.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -1.7% | -3.2% | +1.5% | -0.6% |
| 30D | -7.0% | -6.4% | -0.6% | -4.9% |
| 3M | -0.9% | +5.5% | -6.4% | -2.6% |
| 6M | -20.1% | -5.4% | -14.6% | -18.5% |
| YTD | -13.9% | +6.6% | -20.5% | -15.7% |
| 1Y | -21.1% | -8.8% | -12.3% | -18.8% |
| 3Y | -6.6% | +54.1% | -60.8% | -20.3% |
| 5Y | +9.4% | +144.5% | -135.1% | -21.0% |
| 10Y | +220.5% | +569.4% | -348.9% | +62.0% |
| All | +35,474.9% | +11,456.8% | +24,018.1% | +5,520.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling