+436.0%
META vs PHM
+709.0%
-272.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.3% |
| 7D | +3.3% | +2.9% | +0.3% | +2.2% |
| 30D | -10.8% | +16.5% | -27.2% | -15.5% |
| 3M | +7.9% | +0.6% | +7.3% | +7.1% |
| 6M | +5.4% | +11.6% | -6.2% | +0.5% |
| YTD | -2.6% | +12.1% | -14.7% | -8.0% |
| 1Y | +1.9% | +9.6% | -7.7% | -3.3% |
| 3Y | +97.0% | +62.3% | +34.7% | +55.3% |
| 5Y | +97.6% | +170.4% | -72.8% | +27.1% |
| 10Y | +436.0% | +683.0% | -247.0% | +155.9% |
| All | +436.0% | +709.0% | -272.9% | +155.9% |
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