+52.5%
NDAQ vs PHM
+152.6%
-100.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -1.6% | -3.9% | +2.3% | -0.7% |
| 30D | -1.5% | -8.6% | +7.1% | +0.3% |
| 3M | +8.0% | -2.9% | +11.0% | +8.3% |
| 6M | +7.7% | -5.7% | +13.4% | +8.4% |
| YTD | -2.3% | +1.9% | -4.2% | -4.1% |
| 1Y | +0.6% | -12.3% | +12.9% | +2.2% |
| 3Y | +90.9% | +50.8% | +40.2% | +62.1% |
| 5Y | +52.5% | +157.3% | -104.8% | +5.8% |
| All | +52.5% | +152.6% | -100.1% | +5.8% |
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 2021-09-09 to 2026-09-09: 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling