-21.6%
SAP vs PHM
-14.7%
-7.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.3% | -3.9% | +3.6% | +0.3% |
| 30D | +0.3% | -8.6% | +8.8% | +1.6% |
| 3M | +16.9% | -2.9% | +19.8% | +17.9% |
| 6M | +6.3% | -5.7% | +12.0% | +6.5% |
| YTD | -12.4% | +1.9% | -14.3% | -13.1% |
| 1Y | -21.6% | -12.3% | -9.3% | -19.8% |
| All | -21.6% | -14.7% | -7.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling