+568.6%
SE vs PHM
+373.4%
+195.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -3.7% |
| 7D | -3.6% | -3.9% | +0.2% | -2.1% |
| 30D | -5.3% | -8.6% | +3.2% | -1.7% |
| 3M | +28.1% | -2.9% | +31.0% | +29.1% |
| 6M | +20.7% | -5.7% | +26.4% | +22.5% |
| YTD | -14.8% | +1.9% | -16.6% | -16.7% |
| 1Y | -43.6% | -12.3% | -31.3% | -41.7% |
| 3Y | +184.2% | +50.8% | +133.4% | +115.7% |
| 5Y | -66.3% | +157.3% | -223.6% | -80.4% |
| All | +568.6% | +373.4% | +195.1% | +220.1% |
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