+425.7%
META vs PHM
+746.3%
-320.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.6% | +4.3% |
| 7D | +5.7% | +3.5% | +2.2% | +4.4% |
| 30D | -10.8% | +21.2% | -31.9% | -16.6% |
| 3M | +8.4% | +2.5% | +5.9% | +7.0% |
| 6M | +5.4% | +16.1% | -10.7% | -0.8% |
| YTD | -2.6% | +16.6% | -19.2% | -9.1% |
| 1Y | +3.5% | +14.4% | -10.9% | -3.1% |
| 3Y | +102.0% | +71.9% | +30.1% | +56.3% |
| 5Y | +93.1% | +174.3% | -81.3% | +23.7% |
| 10Y | +425.7% | +744.0% | -318.3% | +152.2% |
| All | +425.7% | +746.3% | -320.7% | +152.2% |
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