-52.0%
ROKU vs PHM
+156.2%
-208.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | -0.4% | -5.0% | +4.5% | +2.6% |
| 30D | +2.1% | -8.4% | +10.5% | +7.3% |
| 3M | +29.5% | -4.4% | +33.9% | +31.1% |
| 6M | +53.8% | -3.7% | +57.5% | +53.9% |
| YTD | +42.8% | +1.3% | +41.5% | +36.8% |
| 1Y | +60.7% | -14.0% | +74.8% | +70.3% |
| 3Y | +83.9% | +48.1% | +35.8% | +16.7% |
| All | -52.0% | +156.2% | -208.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling