+45.4%
MRK vs PHM
+49.3%
-4.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -4.3% | -5.0% | +0.7% | -3.3% |
| 30D | +8.3% | -8.4% | +16.7% | +10.3% |
| 3M | +20.0% | -4.4% | +24.5% | +21.1% |
| 6M | +25.7% | -3.7% | +29.4% | +26.3% |
| YTD | +38.7% | +1.3% | +37.5% | +38.1% |
| 1Y | +74.7% | -14.0% | +88.7% | +78.5% |
| 3Y | +45.4% | +48.1% | -2.8% | +38.4% |
| All | +45.4% | +49.3% | -4.0% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling