+652.6%
P vs PHM
+709.0%
-56.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | +0.6% |
| 7D | -13.3% | +2.9% | -16.3% | -14.4% |
| 30D | -34.0% | +16.5% | -50.5% | -38.3% |
| 3M | +4.1% | +0.6% | +3.4% | +2.6% |
| 6M | +30.5% | +11.6% | +18.9% | +22.3% |
| YTD | +52.2% | +12.1% | +40.1% | +40.8% |
| 1Y | +10.3% | +9.6% | +0.7% | +2.2% |
| 3Y | +180.9% | +62.3% | +118.6% | +109.7% |
| 5Y | +259.7% | +170.4% | +89.3% | +105.2% |
| 10Y | +652.6% | +683.0% | -30.4% | +196.7% |
| All | +652.6% | +709.0% | -56.3% | +196.7% |
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 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