+200.5%
P vs PHM
+59.3%
+141.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +11.6% | -4.1% | +15.8% | +12.2% |
| 30D | -23.7% | +16.1% | -39.8% | -25.9% |
| 3M | -8.0% | -2.5% | -5.5% | -7.7% |
| 6M | +27.9% | +12.9% | +15.0% | +23.7% |
| YTD | +61.2% | +9.0% | +52.1% | +55.8% |
| 1Y | +28.6% | +8.2% | +20.5% | +23.8% |
| 3Y | +200.5% | +58.4% | +142.0% | +111.7% |
| All | +200.5% | +59.3% | +141.2% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling