+110.9%
MO vs PHM
+568.1%
-457.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +0.1% | -5.0% | +5.1% | +1.0% |
| 30D | +7.1% | -8.4% | +15.6% | +8.7% |
| 3M | -2.0% | -4.4% | +2.5% | -1.4% |
| 6M | +7.3% | -3.7% | +11.0% | +7.5% |
| YTD | +23.5% | +1.3% | +22.2% | +22.3% |
| 1Y | +11.0% | -14.0% | +25.0% | +12.9% |
| 3Y | +95.0% | +48.1% | +46.9% | +74.1% |
| 5Y | +100.6% | +158.8% | -58.1% | +54.2% |
| All | +110.9% | +568.1% | -457.3% | +33.0% |
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