+253.8%
PH vs PHM
+152.9%
+100.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.7% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | -10.8% | -9.7% | -1.2% | -7.2% |
| 3M | +8.5% | +2.2% | +6.2% | +6.7% |
| 6M | +3.9% | -5.7% | +9.6% | +5.3% |
| YTD | +9.4% | +2.8% | +6.6% | +6.7% |
| 1Y | +26.8% | -14.4% | +41.2% | +32.9% |
| 3Y | +140.8% | +52.2% | +88.6% | +89.4% |
| 5Y | +253.8% | +154.3% | +99.5% | +108.3% |
| All | +253.8% | +152.9% | +100.9% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling