+179.0%
SAP vs PHM
+545.0%
-365.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.3% | -3.9% | +3.6% | +0.8% |
| 30D | +0.3% | -8.6% | +8.8% | +2.7% |
| 3M | +16.9% | -2.9% | +19.8% | +17.6% |
| 6M | +6.3% | -5.7% | +12.0% | +7.4% |
| YTD | -12.4% | +1.9% | -14.3% | -13.9% |
| 1Y | -21.6% | -12.3% | -9.3% | -19.8% |
| 3Y | +54.8% | +50.8% | +4.0% | +30.8% |
| 5Y | +56.2% | +157.3% | -101.1% | +9.4% |
| 10Y | +179.0% | +566.5% | -387.5% | +51.5% |
| All | +179.0% | +545.0% | -365.9% | +51.5% |
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