+119.8%
NDAQ vs PHM
+64.0%
+55.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +2.0% |
| 7D | +2.9% | +2.9% | -0.1% | +2.3% |
| 30D | +17.5% | +16.5% | +1.0% | +14.8% |
| 3M | +15.4% | +0.6% | +14.8% | +15.0% |
| 6M | +24.6% | +11.6% | +13.0% | +22.0% |
| YTD | +14.4% | +12.1% | +2.3% | +11.1% |
| 1Y | +26.9% | +9.6% | +17.3% | +23.6% |
| 3Y | +119.8% | +62.3% | +57.6% | +99.3% |
| All | +119.8% | +64.0% | +55.8% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling