+363.8%
PSX vs PHM
+152.9%
+211.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.2% |
| 7D | +2.8% | -2.5% | +5.3% | +3.2% |
| 30D | +27.8% | -9.7% | +37.4% | +29.9% |
| 3M | +42.0% | +2.2% | +39.8% | +40.4% |
| 6M | +58.1% | -5.7% | +63.8% | +58.2% |
| YTD | +105.0% | +2.8% | +102.2% | +100.8% |
| 1Y | +104.9% | -14.4% | +119.3% | +108.7% |
| 3Y | +134.1% | +52.2% | +81.8% | +109.6% |
| 5Y | +363.8% | +154.3% | +209.6% | +256.6% |
| All | +363.8% | +152.9% | +211.0% | +256.6% |
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