+39.0%
PYPL vs PHM
+557.7%
-518.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.0% |
| 7D | -5.9% | -6.4% | +0.4% | -3.7% |
| 30D | -9.4% | -12.1% | +2.7% | -5.2% |
| 3M | +31.3% | -1.5% | +32.9% | +31.4% |
| 6M | +19.1% | -6.0% | +25.1% | +20.5% |
| YTD | -7.9% | -0.3% | -7.6% | -9.6% |
| 1Y | -17.9% | -13.3% | -4.5% | -15.3% |
| 3Y | -11.6% | +47.6% | -59.2% | -28.5% |
| 5Y | -81.0% | +154.7% | -235.8% | -87.9% |
| All | +39.0% | +557.7% | -518.6% | -32.9% |
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