+96.9%
PSX vs PHM
+16.2%
+80.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.2% | -11.7% | -3.5% |
| 7D | -5.2% | +13.6% | -18.7% | -3.5% |
| 30D | -3.7% | +19.3% | -23.0% | -1.4% |
| 3M | +26.8% | +3.5% | +23.3% | +28.2% |
| 6M | +47.3% | +18.6% | +28.7% | +49.2% |
| YTD | +105.4% | +16.7% | +88.7% | +103.8% |
| 1Y | +96.9% | +14.6% | +82.3% | +97.8% |
| All | +96.9% | +16.2% | +80.7% | +97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling