+469.1%
P vs PHM
+655.3%
-186.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.2% |
| 7D | -23.8% | +6.2% | -30.0% | -25.9% |
| 30D | -36.6% | +17.9% | -54.6% | -41.0% |
| 3M | +10.9% | +2.5% | +8.4% | +8.5% |
| 6M | +30.0% | +10.8% | +19.2% | +22.4% |
| YTD | +44.4% | +13.7% | +30.7% | +33.1% |
| 1Y | +3.9% | +12.4% | -8.4% | -4.4% |
| 3Y | +176.6% | +65.6% | +110.9% | +107.2% |
| 5Y | +249.3% | +175.3% | +73.9% | +102.5% |
| 10Y | +726.9% | +713.9% | +13.0% | +220.0% |
| All | +469.1% | +655.3% | -186.2% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling