+998.5%
PAAS vs PHM
+4,719.4%
-3,720.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.7% |
| 7D | +8.4% | +6.2% | +2.2% | +7.5% |
| 30D | -7.2% | +17.9% | -25.1% | -9.5% |
| 3M | -14.0% | +2.5% | -16.5% | -14.4% |
| 6M | -26.8% | +10.8% | -37.5% | -28.1% |
| YTD | -19.8% | +13.7% | -33.5% | -21.6% |
| 1Y | +22.8% | +12.4% | +10.5% | +20.2% |
| 3Y | +183.6% | +65.6% | +118.0% | +159.4% |
| 5Y | +73.8% | +175.3% | -101.5% | +46.2% |
| 10Y | +185.6% | +713.9% | -528.4% | +103.4% |
| All | +998.5% | +4,719.4% | -3,720.9% | +571.8% |
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