+2,666.5%
NDAQ vs PHM
+1,009.2%
+1,657.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +2.6% |
| 7D | +2.9% | +2.9% | -0.1% | +1.8% |
| 30D | +17.5% | +16.5% | +1.0% | +12.0% |
| 3M | +15.4% | +0.6% | +14.8% | +14.8% |
| 6M | +24.6% | +11.6% | +13.0% | +19.4% |
| YTD | +14.4% | +12.1% | +2.3% | +8.4% |
| 1Y | +26.9% | +9.6% | +17.3% | +20.8% |
| 3Y | +119.8% | +62.3% | +57.6% | +79.0% |
| 5Y | +70.5% | +170.4% | -99.9% | +14.1% |
| 10Y | +475.8% | +683.0% | -207.2% | +150.1% |
| All | +2,666.5% | +1,009.2% | +1,657.3% | +844.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling