+196.3%
SE vs PHM
+52.3%
+144.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.0% |
| 30D | -0.1% | -9.7% | +9.6% | +1.6% |
| 3M | +34.1% | +2.2% | +31.9% | +33.7% |
| 6M | +23.2% | -5.7% | +28.9% | +23.9% |
| YTD | -11.2% | +2.8% | -14.0% | -11.7% |
| 1Y | -40.5% | -14.4% | -26.1% | -39.4% |
| 3Y | +196.3% | +52.2% | +144.1% | +227.8% |
| All | +196.3% | +52.3% | +144.0% | +227.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling