+53,560.1%
ORLY vs PHM
+4,718.6%
+48,841.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | -1.0% | -3.9% | +2.8% | -0.1% |
| 30D | -6.7% | -8.6% | +1.9% | -4.8% |
| 3M | -3.8% | -2.9% | -0.9% | -3.4% |
| 6M | -9.0% | -5.7% | -3.3% | -8.2% |
| YTD | -5.6% | +1.9% | -7.5% | -6.7% |
| 1Y | -19.5% | -12.3% | -7.2% | -17.7% |
| 3Y | +34.7% | +50.8% | -16.0% | +18.1% |
| 5Y | +118.0% | +157.3% | -39.2% | +64.5% |
| 10Y | +364.1% | +566.5% | -202.4% | +166.5% |
| All | +53,560.1% | +4,718.6% | +48,841.5% | +16,263.5% |
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