+63.3%
PYPL vs PHM
+615.0%
-551.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +0.1% | -4.1% | +4.2% | +1.6% |
| 30D | +5.7% | +16.1% | -10.5% | -0.1% |
| 3M | -1.9% | -2.5% | +0.6% | -1.5% |
| 6M | +31.8% | +12.9% | +18.9% | +25.0% |
| YTD | +2.4% | +9.0% | -6.6% | -3.0% |
| 1Y | -8.2% | +8.2% | -16.4% | -13.0% |
| 3Y | +10.2% | +58.4% | -48.2% | -13.0% |
| 5Y | -71.2% | +159.2% | -230.4% | -81.7% |
| 10Y | +49.6% | +676.9% | -627.3% | -37.7% |
| All | +63.3% | +615.0% | -551.7% | -31.3% |
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