-11.8%
PYPL vs PHM
+52.3%
-64.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.3% |
| 7D | +1.7% | -2.5% | +4.2% | +2.5% |
| 30D | -9.7% | -9.7% | -0.1% | -7.3% |
| 3M | +29.2% | +2.2% | +27.0% | +27.9% |
| 6M | +13.9% | -5.7% | +19.6% | +14.9% |
| YTD | -8.1% | +2.8% | -10.9% | -10.5% |
| 1Y | -21.4% | -14.4% | -7.0% | -18.9% |
| 3Y | -11.8% | +52.2% | -64.0% | -34.1% |
| All | -11.8% | +52.3% | -64.1% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling