+536.5%
PHM vs ITOT
+885.8%
-349.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.3% |
| 30D | -8.6% | -1.6% | -7.0% | -6.4% |
| 3M | -2.9% | +3.5% | -6.5% | -7.8% |
| 6M | -5.7% | +13.1% | -18.8% | -21.0% |
| YTD | +1.9% | +12.7% | -10.9% | -14.5% |
| 1Y | -12.3% | +18.3% | -30.6% | -31.6% |
| 3Y | +50.8% | +76.4% | -25.6% | -35.7% |
| 5Y | +157.3% | +73.8% | +83.5% | +12.3% |
| 10Y | +566.5% | +301.2% | +265.3% | -22.9% |
| All | +536.5% | +885.8% | -349.4% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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