+26.7%
Q vs PHM
+2.9%
+23.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +0.2% | -3.2% | +3.4% | +1.4% |
| 30D | -11.1% | -6.4% | -4.7% | -9.0% |
| 3M | -22.1% | +5.5% | -27.6% | -25.7% |
| 6M | +0.5% | -5.4% | +5.9% | -0.6% |
| YTD | +47.8% | +6.6% | +41.2% | +38.7% |
| All | +26.7% | +2.9% | +23.8% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling