+797.1%
PH vs PHM
+571.9%
+225.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | 0.0% | -3.9% | +3.9% | +1.7% |
| 30D | -10.3% | -8.6% | -1.7% | -6.9% |
| 3M | +5.1% | -2.9% | +8.0% | +5.6% |
| 6M | +2.3% | -5.7% | +8.0% | +3.8% |
| YTD | +8.7% | +1.9% | +6.8% | +6.2% |
| 1Y | +26.8% | -12.3% | +39.1% | +31.9% |
| 3Y | +139.2% | +50.8% | +88.4% | +87.6% |
| 5Y | +251.1% | +157.3% | +93.8% | +106.7% |
| All | +797.1% | +571.9% | +225.2% | +249.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling