+1.9%
META vs PHM
+10.2%
-8.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.6% |
| 7D | +3.3% | +2.9% | +0.3% | +2.9% |
| 30D | -10.8% | +16.5% | -27.2% | -13.0% |
| 3M | +7.9% | +0.6% | +7.3% | +8.2% |
| 6M | +5.4% | +11.6% | -6.2% | +3.2% |
| YTD | -2.6% | +12.1% | -14.7% | -6.5% |
| 1Y | +1.9% | +9.6% | -7.7% | -2.3% |
| All | +1.9% | +10.2% | -8.4% | -2.3% |
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