+16.7%
S vs PHM
+61.0%
-44.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -7.7% | -3.2% | -4.5% | -6.8% |
| 30D | -5.3% | -6.4% | +1.1% | -3.6% |
| 3M | +20.3% | +5.5% | +14.8% | +17.4% |
| 6M | +47.4% | -5.4% | +52.8% | +48.4% |
| YTD | +32.5% | +6.6% | +25.9% | +26.8% |
| 1Y | +9.5% | -8.8% | +18.4% | +11.2% |
| All | +16.7% | +61.0% | -44.3% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling