+715.0%
P vs PHM
+540.0%
+175.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +3.0% |
| 7D | +7.8% | -2.5% | +10.3% | +8.8% |
| 30D | +12.3% | -9.7% | +22.0% | +16.6% |
| 3M | +37.1% | +2.2% | +34.9% | +34.4% |
| 6M | +66.1% | -5.7% | +71.8% | +67.3% |
| YTD | +50.9% | +2.8% | +48.1% | +45.8% |
| 1Y | +27.2% | -14.4% | +41.6% | +31.3% |
| 3Y | +158.7% | +52.2% | +106.5% | +99.2% |
| 5Y | +291.1% | +154.3% | +136.9% | +129.4% |
| 10Y | +715.0% | +545.9% | +169.1% | +222.5% |
| All | +715.0% | +540.0% | +175.0% | +222.5% |
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 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