+27.2%
P vs PHM
-13.4%
+40.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +1.6% |
| 7D | +7.8% | -2.5% | +10.3% | +7.8% |
| 30D | +12.3% | -9.7% | +22.0% | +12.2% |
| 3M | +37.1% | +2.2% | +34.9% | +36.7% |
| 6M | +66.1% | -5.7% | +71.8% | +63.9% |
| YTD | +50.9% | +2.8% | +48.1% | +51.4% |
| 1Y | +27.2% | -14.4% | +41.6% | +23.9% |
| All | +27.2% | -13.4% | +40.6% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling