+13.7%
MSCI vs PHM
+14.7%
-1.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.6% |
| 7D | +1.5% | +3.5% | -2.0% | +1.0% |
| 30D | +14.4% | +21.2% | -6.8% | +12.6% |
| 3M | +15.2% | +2.5% | +12.7% | +13.9% |
| 6M | +11.2% | +16.1% | -4.9% | +9.5% |
| YTD | +13.9% | +16.6% | -2.7% | +10.3% |
| All | +13.7% | +14.7% | -1.1% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling