+376.3%
PSX vs PHM
+557.7%
-181.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | +1.5% | -6.4% | +7.9% | +3.6% |
| 30D | +15.8% | -12.1% | +27.9% | +20.4% |
| 3M | +43.0% | -1.5% | +44.6% | +42.2% |
| 6M | +61.1% | -6.0% | +67.1% | +61.1% |
| YTD | +104.5% | -0.3% | +104.8% | +99.7% |
| 1Y | +102.5% | -13.3% | +115.9% | +106.8% |
| 3Y | +133.5% | +47.6% | +85.9% | +91.8% |
| 5Y | +367.0% | +154.7% | +212.2% | +196.5% |
| All | +376.3% | +557.7% | -181.3% | +108.3% |
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