+681.4%
NFLX vs PHM
+568.1%
+113.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | -1.1% | -5.0% | +3.9% | 0.0% |
| 30D | +4.3% | -8.4% | +12.7% | +6.3% |
| 3M | -4.8% | -4.4% | -0.3% | -4.0% |
| 6M | -18.4% | -3.7% | -14.7% | -18.3% |
| YTD | -17.4% | +1.3% | -18.7% | -18.6% |
| 1Y | -35.7% | -14.0% | -21.7% | -34.4% |
| 3Y | +73.8% | +48.1% | +25.7% | +49.4% |
| 5Y | +29.3% | +158.8% | -129.5% | -5.5% |
| All | +681.4% | +568.1% | +113.3% | +386.1% |
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