+1,497.9%
META vs PHM
+1,730.1%
-232.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -3.1% | +8.7% | -11.8% | -5.4% |
| 30D | -18.1% | +16.4% | -34.5% | -21.7% |
| 3M | +2.9% | +1.8% | +1.0% | +1.9% |
| 6M | +0.2% | +15.1% | -14.9% | -4.4% |
| YTD | -8.1% | +16.0% | -24.1% | -12.9% |
| 1Y | -4.5% | +14.1% | -18.6% | -9.3% |
| 3Y | +94.2% | +65.9% | +28.3% | +61.1% |
| 5Y | +79.1% | +180.9% | -101.8% | +27.3% |
| 10Y | +405.9% | +730.3% | -324.4% | +189.2% |
| All | +1,497.9% | +1,730.1% | -232.2% | +780.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling