-54.3%
S vs PHM
+130.6%
-184.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -1.2% | -3.9% | +2.6% | +0.8% |
| 30D | -12.6% | -8.6% | -4.0% | -8.8% |
| 3M | +27.6% | -2.9% | +30.5% | +28.0% |
| 6M | +35.5% | -5.7% | +41.2% | +36.5% |
| YTD | +29.6% | +1.9% | +27.7% | +23.3% |
| 1Y | +8.1% | -12.3% | +20.4% | +11.9% |
| 3Y | +14.8% | +50.8% | -36.0% | -24.4% |
| 5Y | -70.6% | +157.3% | -227.9% | -88.3% |
| All | -54.3% | +130.6% | -184.8% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling