+196.2%
PAAS vs PHM
+670.5%
-474.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -8.9% | -4.1% | -4.8% | -7.8% |
| 30D | -11.4% | +16.1% | -27.6% | -15.0% |
| 3M | -20.4% | -2.5% | -17.9% | -20.0% |
| 6M | -40.7% | +12.9% | -53.6% | -42.8% |
| YTD | -26.9% | +9.0% | -36.0% | -29.0% |
| 1Y | -3.1% | +8.2% | -11.2% | -5.8% |
| 3Y | +199.3% | +58.4% | +140.8% | +155.3% |
| 5Y | +48.3% | +159.2% | -110.9% | +7.8% |
| All | +196.2% | +670.5% | -474.4% | +64.6% |
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