-8.1%
PATH vs PHM
+5.7%
-13.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | +0.7% | -6.1% | +6.8% | +0.7% |
| 30D | -1.1% | +13.7% | -14.9% | -0.9% |
| 3M | -14.2% | -1.5% | -12.6% | -14.5% |
| 6M | +30.9% | +11.3% | +19.6% | +33.2% |
| YTD | -20.1% | +8.9% | -29.0% | -18.2% |
| 1Y | -8.1% | +6.1% | -14.2% | -5.4% |
| All | -8.1% | +5.7% | -13.8% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling