+45.8%
PHM vs INDA
+6.8%
+39.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.3% |
| 7D | -6.4% | -3.6% | -2.7% | -3.9% |
| 30D | -12.1% | -4.0% | -8.1% | -9.6% |
| 3M | -1.5% | +1.7% | -3.3% | -2.4% |
| 6M | -6.0% | -3.6% | -2.4% | -3.8% |
| YTD | -0.3% | -11.0% | +10.7% | +6.5% |
| 1Y | -13.3% | -9.5% | -3.8% | -8.7% |
| All | +45.8% | +6.8% | +39.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling