+488.5%
NDAQ vs PHM
+670.5%
-182.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.3% | -4.1% | +5.4% | +2.3% |
| 30D | +18.0% | +16.1% | +1.8% | +13.4% |
| 3M | +11.5% | -2.5% | +14.0% | +11.9% |
| 6M | +21.1% | +12.9% | +8.2% | +16.4% |
| YTD | +12.8% | +9.0% | +3.8% | +8.5% |
| 1Y | +25.7% | +8.2% | +17.5% | +20.9% |
| 3Y | +116.8% | +58.4% | +58.4% | +81.2% |
| 5Y | +67.3% | +159.2% | -91.9% | +16.8% |
| All | +488.5% | +670.5% | -182.1% | +193.4% |
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