+70.5%
NDAQ vs PHM
+166.0%
-95.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +2.3% |
| 7D | +2.9% | +2.9% | -0.1% | +2.1% |
| 30D | +17.5% | +16.5% | +1.0% | +13.5% |
| 3M | +15.4% | +0.6% | +14.8% | +14.9% |
| 6M | +24.6% | +11.6% | +13.0% | +20.8% |
| YTD | +14.4% | +12.1% | +2.3% | +9.8% |
| 1Y | +26.9% | +9.6% | +17.3% | +22.3% |
| 3Y | +119.8% | +62.3% | +57.6% | +83.1% |
| 5Y | +70.5% | +170.4% | -99.9% | +13.0% |
| All | +70.5% | +166.0% | -95.5% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling