+358.3%
SE vs PHM
+406.3%
-48.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.5% |
| 7D | -1.5% | -6.1% | +4.6% | +1.0% |
| 30D | -22.3% | +13.7% | -36.0% | -26.6% |
| 3M | -41.8% | -1.5% | -40.3% | -41.8% |
| 6M | -22.4% | +11.3% | -33.7% | -26.6% |
| YTD | -41.6% | +8.9% | -50.5% | -44.8% |
| 1Y | -48.0% | +6.1% | -54.1% | -50.6% |
| 3Y | +63.9% | +57.7% | +6.2% | +22.0% |
| 5Y | -78.2% | +159.0% | -237.1% | -87.4% |
| All | +358.3% | +406.3% | -48.0% | +112.2% |
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 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