+13,824.2%
MA vs PHM
+347.6%
+13,476.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | -3.2% | +0.5% | -1.8% |
| 30D | +1.5% | -6.4% | +8.0% | +3.4% |
| 3M | +20.4% | +5.5% | +14.9% | +18.0% |
| 6M | +11.1% | -5.4% | +16.6% | +12.0% |
| YTD | +2.0% | +6.6% | -4.6% | -1.3% |
| 1Y | -2.2% | -8.8% | +6.7% | -1.0% |
| 3Y | +41.9% | +54.1% | -12.2% | +18.3% |
| 5Y | +75.4% | +144.5% | -69.1% | +23.7% |
| 10Y | +527.5% | +569.4% | -41.9% | +205.8% |
| All | +13,824.2% | +347.6% | +13,476.5% | +5,409.4% |
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