+14,700.0%
MO vs PHM
+11,050.0%
+3,650.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | -2.0% | -2.5% | +0.5% | -1.7% |
| 30D | -0.3% | -9.7% | +9.4% | +0.9% |
| 3M | -2.9% | +2.2% | -5.2% | -3.3% |
| 6M | +5.8% | -5.7% | +11.4% | +6.2% |
| YTD | +22.0% | +2.8% | +19.2% | +21.0% |
| 1Y | +10.7% | -14.4% | +25.1% | +12.1% |
| 3Y | +94.4% | +52.2% | +42.2% | +80.7% |
| 5Y | +97.2% | +154.3% | -57.1% | +69.3% |
| 10Y | +103.0% | +545.9% | -442.9% | +51.9% |
| All | +14,700.0% | +11,050.0% | +3,650.0% | +5,815.3% |
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 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