+5,387.7%
O vs PHM
+5,699.6%
-311.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | -3.2% | +2.4% | +0.1% |
| 30D | -1.9% | -6.4% | +4.6% | -0.2% |
| 3M | +3.8% | +5.5% | -1.7% | +1.9% |
| 6M | -4.7% | -5.4% | +0.7% | -4.0% |
| YTD | +12.5% | +6.6% | +5.9% | +9.4% |
| 1Y | +10.8% | -8.8% | +19.7% | +12.1% |
| 3Y | +28.8% | +54.1% | -25.3% | +9.8% |
| 5Y | +13.2% | +144.5% | -131.3% | -17.7% |
| 10Y | +53.5% | +569.4% | -516.0% | -18.0% |
| All | +5,387.7% | +5,699.6% | -311.8% | +1,549.9% |
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