+3,763.3%
MRK vs PHM
+11,050.0%
-7,286.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.7% |
| 7D | -0.9% | -2.5% | +1.6% | -0.6% |
| 30D | +15.5% | -9.7% | +25.1% | +17.2% |
| 3M | +25.1% | +2.2% | +22.9% | +24.6% |
| 6M | +30.1% | -5.7% | +35.8% | +30.8% |
| YTD | +43.1% | +2.8% | +40.3% | +42.1% |
| 1Y | +82.5% | -14.4% | +96.9% | +85.7% |
| 3Y | +49.3% | +52.2% | -2.9% | +38.5% |
| 5Y | +130.3% | +154.3% | -24.0% | +94.9% |
| 10Y | +234.3% | +545.9% | -311.5% | +137.2% |
| All | +3,763.3% | +11,050.0% | -7,286.7% | +1,302.4% |
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 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