+763.1%
PM vs PHM
+1,185.7%
-422.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | -3.2% | -1.7% | -4.4% |
| 30D | -3.4% | -6.4% | +3.0% | -2.4% |
| 3M | +5.2% | +5.5% | -0.3% | +4.2% |
| 6M | +3.7% | -5.4% | +9.2% | +4.2% |
| YTD | +15.8% | +6.6% | +9.2% | +14.1% |
| 1Y | +17.4% | -8.8% | +26.2% | +18.2% |
| 3Y | +116.9% | +54.1% | +62.8% | +96.5% |
| 5Y | +117.3% | +144.5% | -27.2% | +79.0% |
| 10Y | +193.8% | +569.4% | -375.7% | +98.7% |
| All | +763.1% | +1,185.7% | -422.5% | +377.5% |
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