+51,606.1%
SCHW vs PHM
+10,710.1%
+40,896.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +1.5% |
| 7D | -2.8% | -6.4% | +3.6% | -0.6% |
| 30D | -0.1% | -12.1% | +12.0% | +4.3% |
| 3M | +20.6% | -1.5% | +22.1% | +20.3% |
| 6M | +15.9% | -6.0% | +22.0% | +16.8% |
| YTD | +8.5% | -0.3% | +8.8% | +6.4% |
| 1Y | +17.8% | -13.3% | +31.2% | +20.7% |
| 3Y | +88.5% | +47.6% | +41.0% | +54.6% |
| 5Y | +60.6% | +154.7% | -94.1% | +5.1% |
| 10Y | +298.0% | +552.4% | -254.4% | +69.5% |
| All | +51,606.1% | +10,710.1% | +40,896.0% | +6,349.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling