+447.8%
SCHG vs PHM
+568.1%
-120.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -1.0% | -5.0% | +3.9% | +0.4% |
| 30D | -1.3% | -8.4% | +7.2% | +1.3% |
| 3M | +5.4% | -4.4% | +9.9% | +6.3% |
| 6M | +14.4% | -3.7% | +18.2% | +14.7% |
| YTD | +8.0% | +1.3% | +6.7% | +6.1% |
| 1Y | +12.7% | -14.0% | +26.8% | +16.0% |
| 3Y | +85.6% | +48.1% | +37.5% | +54.5% |
| 5Y | +85.5% | +158.8% | -73.3% | +24.9% |
| All | +447.8% | +568.1% | -120.3% | +180.5% |
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