+48.4%
MAR vs PHM
+7.4%
+41.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +1.6% | -4.1% | +5.7% | +3.1% |
| 30D | +13.8% | +16.1% | -2.3% | +6.7% |
| 3M | +20.3% | -2.5% | +22.8% | +21.1% |
| 6M | +21.3% | +12.9% | +8.4% | +12.4% |
| YTD | +37.2% | +9.0% | +28.2% | +29.1% |
| 1Y | +48.4% | +8.2% | +40.3% | +39.6% |
| All | +48.4% | +7.4% | +41.0% | +39.6% |
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