-53.2%
S vs PHM
+141.3%
-194.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -7.7% | -3.2% | -4.5% | -6.1% |
| 30D | -5.3% | -6.4% | +1.1% | -2.4% |
| 3M | +20.3% | +5.5% | +14.8% | +15.4% |
| 6M | +47.4% | -5.4% | +52.8% | +48.5% |
| YTD | +32.5% | +6.6% | +25.9% | +23.2% |
| 1Y | +9.5% | -8.8% | +18.4% | +11.2% |
| 3Y | +15.5% | +54.1% | -38.6% | -24.7% |
| 5Y | -71.2% | +144.5% | -215.7% | -88.7% |
| All | -53.2% | +141.3% | -194.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling