+298.3%
PSX vs PHM
+166.4%
+131.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.3% |
| 7D | -0.4% | -4.8% | +4.4% | +0.4% |
| 30D | -8.1% | +16.5% | -24.6% | -10.5% |
| 3M | +15.9% | -2.0% | +17.9% | +16.0% |
| 6M | +49.4% | +12.7% | +36.7% | +44.8% |
| YTD | +104.7% | +11.2% | +93.5% | +97.6% |
| 1Y | +89.1% | +7.7% | +81.4% | +83.8% |
| 3Y | +151.7% | +60.9% | +90.8% | +124.7% |
| 5Y | +298.3% | +167.7% | +130.6% | +200.5% |
| All | +298.3% | +166.4% | +131.9% | +200.5% |
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 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