+605.8%
MSCI vs PHM
+540.0%
+65.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -2.6% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | -1.7% | -9.7% | +7.9% | +1.4% |
| 3M | -8.2% | +2.2% | -10.4% | -9.5% |
| 6M | -2.4% | -5.7% | +3.2% | -1.7% |
| YTD | -2.8% | +2.8% | -5.7% | -5.5% |
| 1Y | -2.7% | -14.4% | +11.8% | +0.4% |
| 3Y | +7.3% | +52.2% | -44.9% | -14.2% |
| 5Y | -11.4% | +154.3% | -165.7% | -43.1% |
| 10Y | +605.8% | +545.9% | +60.0% | +217.7% |
| All | +605.8% | +540.0% | +65.8% | +217.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling