+633.5%
MSCI vs PHM
+563.4%
+70.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.4% | -3.2% | +3.6% | +1.4% |
| 30D | +0.6% | -6.4% | +7.0% | +2.6% |
| 3M | -7.1% | +5.5% | -12.6% | -9.4% |
| 6M | +0.8% | -5.4% | +6.3% | +1.5% |
| YTD | +1.0% | +6.6% | -5.6% | -3.0% |
| 1Y | +4.3% | -8.8% | +13.2% | +5.3% |
| 3Y | +9.9% | +54.1% | -44.2% | -12.4% |
| 5Y | -6.8% | +144.5% | -151.2% | -39.4% |
| All | +633.5% | +563.4% | +70.1% | +226.3% |
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 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