+116.1%
PAAS vs PHM
+152.9%
-36.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.3% |
| 7D | +2.0% | -2.5% | +4.5% | +2.7% |
| 30D | -0.1% | -9.7% | +9.6% | +2.6% |
| 3M | +8.2% | +2.2% | +6.0% | +7.1% |
| 6M | -13.8% | -5.7% | -8.1% | -12.9% |
| YTD | -0.6% | +2.8% | -3.5% | -2.0% |
| 1Y | +44.0% | -14.4% | +58.4% | +48.6% |
| 3Y | +246.6% | +52.2% | +194.4% | +192.2% |
| 5Y | +116.1% | +154.3% | -38.2% | +46.4% |
| All | +116.1% | +152.9% | -36.8% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling