+649.0%
P vs PHM
+669.9%
-20.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +4.1% |
| 7D | +17.8% | -6.1% | +23.9% | +20.5% |
| 30D | -29.9% | +13.7% | -43.6% | -33.9% |
| 3M | -1.2% | -1.5% | +0.4% | -1.9% |
| 6M | +32.1% | +11.3% | +20.9% | +23.9% |
| YTD | +64.3% | +8.9% | +55.4% | +53.5% |
| 1Y | +24.3% | +6.1% | +18.2% | +16.6% |
| 3Y | +203.2% | +57.7% | +145.6% | +128.7% |
| 5Y | +290.4% | +159.0% | +131.5% | +126.4% |
| All | +649.0% | +669.9% | -20.9% | +193.8% |
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