+70.8%
SAP vs PHM
+175.2%
-104.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.6% |
| 7D | -0.7% | +6.2% | -6.9% | -2.4% |
| 30D | +11.1% | +17.9% | -6.8% | +5.9% |
| 3M | +17.0% | +2.5% | +14.5% | +15.9% |
| 6M | +34.8% | +10.8% | +24.0% | +30.3% |
| YTD | -2.2% | +13.7% | -15.9% | -7.2% |
| 1Y | -6.4% | +12.4% | -18.8% | -11.0% |
| 3Y | +75.1% | +65.6% | +9.5% | +39.1% |
| All | +70.8% | +175.2% | -104.5% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling