+102.5%
PSX vs PHM
-14.5%
+117.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -1.0% |
| 7D | +1.5% | -6.4% | +7.9% | +1.0% |
| 30D | +15.8% | -12.1% | +27.9% | +14.6% |
| 3M | +43.0% | -1.5% | +44.6% | +41.9% |
| 6M | +61.1% | -6.0% | +67.1% | +60.9% |
| YTD | +104.5% | -0.3% | +104.8% | +101.1% |
| 1Y | +102.5% | -13.3% | +115.9% | +101.5% |
| All | +102.5% | -14.5% | +117.0% | +101.5% |
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 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