+12.8%
PH vs PHM
+5.7%
+7.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.1% |
| 7D | +7.4% | -6.1% | +13.5% | +8.9% |
| 30D | +0.5% | +13.7% | -13.3% | -3.7% |
| 3M | -10.2% | -1.5% | -8.7% | -9.7% |
| 6M | +8.9% | +11.3% | -2.3% | +3.4% |
| YTD | +9.7% | +8.9% | +0.7% | +4.4% |
| 1Y | +12.8% | +6.1% | +6.7% | +8.6% |
| All | +12.8% | +5.7% | +7.1% | +8.6% |
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