+5,261.3%
O vs PHM
+5,826.7%
-565.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -0.4% | -6.1% | +5.7% | +1.3% |
| 30D | +8.3% | +13.7% | -5.5% | +4.4% |
| 3M | -4.0% | -1.5% | -2.4% | -3.8% |
| 6M | -2.6% | +11.3% | -13.9% | -6.1% |
| YTD | +9.9% | +8.9% | +1.0% | +6.0% |
| 1Y | +9.8% | +6.1% | +3.7% | +6.5% |
| 3Y | +39.7% | +57.7% | -17.9% | +18.3% |
| 5Y | +9.2% | +159.0% | -149.8% | -21.9% |
| 10Y | +81.5% | +676.2% | -594.7% | -6.8% |
| All | +5,261.3% | +5,826.7% | -565.4% | +1,498.7% |
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