+834.9%
MSCI vs PHM
+669.9%
+165.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -0.7% | -6.1% | +5.4% | +1.3% |
| 30D | +16.2% | +13.7% | +2.4% | +11.3% |
| 3M | +16.1% | -1.5% | +17.7% | +16.3% |
| 6M | +12.9% | +11.3% | +1.7% | +7.9% |
| YTD | +14.8% | +8.9% | +5.9% | +9.3% |
| 1Y | +13.8% | +6.1% | +7.7% | +9.0% |
| 3Y | +31.2% | +57.7% | -26.4% | +3.8% |
| 5Y | +5.6% | +159.0% | -153.4% | -32.8% |
| All | +834.9% | +669.9% | +165.1% | +301.1% |
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