+75.1%
SAP vs PHM
+64.3%
+10.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.7% |
| 7D | -0.7% | +6.2% | -6.9% | -1.8% |
| 30D | +11.1% | +17.9% | -6.8% | +7.5% |
| 3M | +17.0% | +2.5% | +14.5% | +16.2% |
| 6M | +34.8% | +10.8% | +24.0% | +31.9% |
| YTD | -2.2% | +13.7% | -15.9% | -5.5% |
| 1Y | -6.4% | +12.4% | -18.8% | -9.5% |
| 3Y | +75.1% | +65.6% | +9.5% | +55.2% |
| All | +75.1% | +64.3% | +10.8% | +55.2% |
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