+433.8%
MAR vs PHM
+568.1%
-134.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.0% |
| 7D | -0.5% | -5.0% | +4.4% | +1.6% |
| 30D | -5.4% | -8.4% | +3.0% | -1.9% |
| 3M | -15.5% | -4.4% | -11.1% | -14.4% |
| 6M | +3.0% | -3.7% | +6.7% | +3.8% |
| YTD | +8.5% | +1.3% | +7.2% | +6.7% |
| 1Y | +26.0% | -14.0% | +40.0% | +32.5% |
| 3Y | +68.6% | +48.1% | +20.5% | +33.1% |
| 5Y | +157.4% | +158.8% | -1.4% | +50.4% |
| All | +433.8% | +568.1% | -134.3% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling