+250.9%
PM vs PHM
+709.0%
-458.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.2% |
| 7D | -6.6% | +2.9% | -9.6% | -7.1% |
| 30D | -3.4% | +16.5% | -19.9% | -6.0% |
| 3M | +5.3% | +0.6% | +4.7% | +5.0% |
| 6M | +15.5% | +11.6% | +3.9% | +12.9% |
| YTD | +24.3% | +12.1% | +12.2% | +21.0% |
| 1Y | +29.7% | +9.6% | +20.1% | +26.6% |
| 3Y | +144.9% | +62.3% | +82.6% | +114.2% |
| 5Y | +159.0% | +170.4% | -11.4% | +96.8% |
| 10Y | +250.9% | +683.0% | -432.1% | +109.1% |
| All | +250.9% | +709.0% | -458.0% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling