+122.4%
PM vs PHM
+162.1%
-39.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | -3.2% | -1.7% | -4.6% |
| 30D | -3.4% | -6.4% | +3.0% | -2.9% |
| 3M | +5.2% | +5.5% | -0.3% | +4.7% |
| 6M | +3.7% | -5.4% | +9.2% | +4.0% |
| YTD | +15.8% | +6.6% | +9.2% | +15.0% |
| 1Y | +17.4% | -8.8% | +26.2% | +17.8% |
| 3Y | +116.9% | +54.1% | +62.8% | +98.9% |
| All | +122.4% | +162.1% | -39.7% | +77.8% |
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 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