+632.8%
LYB vs PHM
+988.2%
-355.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.5% |
| 7D | +0.3% | -5.0% | +5.2% | +2.1% |
| 30D | +2.5% | -8.4% | +10.9% | +5.6% |
| 3M | +1.4% | -4.4% | +5.8% | +1.8% |
| 6M | -3.5% | -3.7% | +0.3% | -5.0% |
| YTD | +52.0% | +1.3% | +50.7% | +46.5% |
| 1Y | +22.1% | -14.0% | +36.1% | +25.2% |
| 3Y | -22.8% | +48.1% | -70.9% | -37.7% |
| 5Y | -3.4% | +158.8% | -162.1% | -40.2% |
| 10Y | +47.4% | +562.8% | -515.4% | -40.3% |
| All | +632.8% | +988.2% | -355.3% | +121.5% |
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 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