+1,112.1%
PSX vs PHM
+1,637.4%
-525.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +4.5% | -3.2% | +7.7% | +5.5% |
| 30D | +26.6% | -6.4% | +33.0% | +28.9% |
| 3M | +39.3% | +5.5% | +33.8% | +35.6% |
| 6M | +56.8% | -5.4% | +62.3% | +56.8% |
| YTD | +101.8% | +6.6% | +95.2% | +93.7% |
| 1Y | +99.6% | -8.8% | +108.5% | +100.6% |
| 3Y | +140.3% | +54.1% | +86.2% | +98.7% |
| 5Y | +339.3% | +144.5% | +194.9% | +198.5% |
| 10Y | +369.9% | +569.4% | -199.6% | +117.6% |
| All | +1,112.1% | +1,637.4% | -525.3% | +387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling