+489.4%
NDAQ vs PHM
+669.9%
-180.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +1.7% | -6.1% | +7.8% | +3.3% |
| 30D | +16.2% | +13.7% | +2.5% | +12.3% |
| 3M | +14.0% | -1.5% | +15.5% | +14.1% |
| 6M | +22.3% | +11.3% | +11.0% | +18.0% |
| YTD | +13.0% | +8.9% | +4.1% | +8.7% |
| 1Y | +24.0% | +6.1% | +17.9% | +19.9% |
| 3Y | +117.1% | +57.7% | +59.4% | +81.7% |
| 5Y | +67.5% | +159.0% | -91.4% | +17.0% |
| All | +489.4% | +669.9% | -180.4% | +193.9% |
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 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