+782.8%
PH vs PHM
+557.7%
+225.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.7% |
| 7D | -3.1% | -6.4% | +3.2% | -0.3% |
| 30D | -11.8% | -12.1% | +0.3% | -6.8% |
| 3M | +6.9% | -1.5% | +8.5% | +6.8% |
| 6M | -1.3% | -6.0% | +4.7% | +0.4% |
| YTD | +7.0% | -0.3% | +7.3% | +5.5% |
| 1Y | +23.1% | -13.3% | +36.5% | +28.8% |
| 3Y | +135.4% | +47.6% | +87.8% | +86.4% |
| 5Y | +250.3% | +154.7% | +95.6% | +107.1% |
| All | +782.8% | +557.7% | +225.2% | +246.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling