-44.9%
S vs PHM
+153.7%
-198.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.5% |
| 7D | +1.4% | +2.9% | -1.5% | -0.1% |
| 30D | -10.8% | +16.5% | -27.3% | -18.0% |
| 3M | +5.4% | +0.6% | +4.8% | +3.9% |
| 6M | +41.2% | +11.6% | +29.6% | +30.4% |
| YTD | +56.2% | +12.1% | +44.1% | +40.4% |
| 1Y | +36.3% | +9.6% | +26.7% | +23.9% |
| 3Y | +49.4% | +62.3% | -12.8% | -5.2% |
| 5Y | -66.9% | +170.4% | -237.3% | -87.4% |
| All | -44.9% | +153.7% | -198.6% | -79.0% |
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