+707.9%
P vs PHM
+746.3%
-38.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.4% |
| 7D | -9.6% | +3.5% | -13.1% | -11.0% |
| 30D | -33.4% | +21.2% | -54.6% | -38.7% |
| 3M | +14.2% | +2.5% | +11.7% | +11.8% |
| 6M | +31.6% | +16.1% | +15.5% | +21.5% |
| YTD | +53.5% | +16.6% | +36.8% | +39.9% |
| 1Y | +14.2% | +14.4% | -0.3% | +4.1% |
| 3Y | +190.5% | +71.9% | +118.6% | +111.9% |
| 5Y | +256.3% | +174.3% | +82.0% | +102.3% |
| 10Y | +707.9% | +744.0% | -36.1% | +188.9% |
| All | +707.9% | +746.3% | -38.5% | +188.9% |
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 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