+380.3%
NDAQ vs PHM
+545.0%
-164.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -1.6% | -3.9% | +2.3% | -0.6% |
| 30D | -1.5% | -8.6% | +7.1% | +0.7% |
| 3M | +8.0% | -2.9% | +11.0% | +8.4% |
| 6M | +7.7% | -5.7% | +13.4% | +8.5% |
| YTD | -2.3% | +1.9% | -4.2% | -4.2% |
| 1Y | +0.6% | -12.3% | +12.9% | +2.4% |
| 3Y | +90.9% | +50.8% | +40.2% | +61.7% |
| 5Y | +52.5% | +157.3% | -104.8% | +6.8% |
| 10Y | +380.3% | +566.5% | -186.3% | +152.1% |
| All | +380.3% | +545.0% | -164.7% | +152.1% |
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