+28.7%
O vs PHM
+50.2%
-21.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | -2.3% | -3.9% | +1.6% | -1.5% |
| 30D | -2.4% | -8.6% | +6.1% | -0.8% |
| 3M | -0.6% | -2.9% | +2.3% | -0.3% |
| 6M | -5.0% | -5.7% | +0.7% | -4.4% |
| YTD | +10.4% | +1.9% | +8.5% | +9.2% |
| 1Y | +6.6% | -12.3% | +18.9% | +8.5% |
| All | +28.7% | +50.2% | -21.4% | +4.2% |
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