+1,269.9%
PAAS vs PHM
+4,417.1%
-3,147.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -2.9% | -3.2% | +0.3% | -2.4% |
| 30D | +6.8% | -6.4% | +13.2% | +7.8% |
| 3M | -2.9% | +5.5% | -8.4% | -3.8% |
| 6M | -16.4% | -5.4% | -11.0% | -15.9% |
| YTD | 0.0% | +6.6% | -6.6% | -1.2% |
| 1Y | +54.3% | -8.8% | +63.2% | +55.7% |
| 3Y | +230.7% | +54.1% | +176.6% | +205.8% |
| 5Y | +111.6% | +144.5% | -32.8% | +81.0% |
| 10Y | +211.7% | +569.4% | -357.7% | +127.8% |
| All | +1,269.9% | +4,417.1% | -3,147.2% | +746.5% |
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