+50.6%
LYB vs PHM
+16.2%
+34.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.2% | -11.9% | -3.7% |
| 7D | -6.2% | +13.6% | -19.8% | -4.5% |
| 30D | +6.3% | +19.3% | -13.0% | +8.8% |
| 3M | +4.1% | +3.5% | +0.6% | +4.5% |
| 6M | -15.5% | +18.6% | -34.1% | -14.5% |
| YTD | +50.2% | +16.7% | +33.5% | +46.5% |
| 1Y | +50.6% | +14.6% | +36.0% | +50.5% |
| All | +50.6% | +16.2% | +34.4% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling