+949.7%
PAAS vs PHM
+4,610.7%
-3,661.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | -5.2% | -4.8% | -0.4% | -4.5% |
| 30D | -13.9% | +16.5% | -30.5% | -15.9% |
| 3M | -23.8% | -2.0% | -21.8% | -23.6% |
| 6M | -36.4% | +12.7% | -49.1% | -37.7% |
| YTD | -23.4% | +11.2% | -34.5% | -24.8% |
| 1Y | +5.6% | +7.7% | -2.1% | +4.1% |
| 3Y | +209.7% | +60.9% | +148.8% | +184.5% |
| 5Y | +55.6% | +167.7% | -112.1% | +31.4% |
| 10Y | +212.2% | +692.1% | -479.8% | +123.4% |
| All | +949.7% | +4,610.7% | -3,661.0% | +544.4% |
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 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