+23,761.0%
PH vs PHM
+11,456.8%
+12,304.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | -3.2% | +0.1% | -2.1% |
| 30D | -3.2% | -6.4% | +3.2% | -1.5% |
| 3M | +10.6% | +5.5% | +5.1% | +8.4% |
| 6M | -2.1% | -5.4% | +3.3% | -1.1% |
| YTD | +10.2% | +6.6% | +3.6% | +7.4% |
| 1Y | +28.2% | -8.8% | +37.1% | +30.4% |
| 3Y | +134.9% | +54.1% | +80.8% | +102.0% |
| 5Y | +253.6% | +144.5% | +109.2% | +162.0% |
| 10Y | +804.7% | +569.4% | +235.3% | +392.6% |
| All | +23,761.0% | +11,456.8% | +12,304.2% | +5,357.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling