+51.4%
PYPL vs PHM
+599.1%
-547.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +2.7% | -3.2% | +5.9% | +3.9% |
| 30D | -4.9% | -6.4% | +1.5% | -2.8% |
| 3M | +28.9% | +5.5% | +23.4% | +25.7% |
| 6M | +18.2% | -5.4% | +23.7% | +19.4% |
| YTD | -5.0% | +6.6% | -11.6% | -9.0% |
| 1Y | -18.8% | -8.8% | -10.0% | -17.8% |
| 3Y | -12.6% | +54.1% | -66.7% | -30.2% |
| 5Y | -80.8% | +144.5% | -225.3% | -87.5% |
| 10Y | +49.9% | +569.4% | -519.5% | -34.3% |
| All | +51.4% | +599.1% | -547.7% | -35.6% |
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