+78.8%
SE vs PHM
+70.2%
+8.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.4% | +2.5% |
| 7D | +3.3% | +3.5% | -0.2% | +2.7% |
| 30D | -18.2% | +21.2% | -39.3% | -20.6% |
| 3M | -31.3% | +2.5% | -33.7% | -31.5% |
| 6M | -10.1% | +16.1% | -26.2% | -12.2% |
| YTD | -38.9% | +16.6% | -55.5% | -40.4% |
| 1Y | -48.0% | +14.4% | -62.4% | -49.2% |
| 3Y | +78.8% | +71.9% | +6.9% | +200.7% |
| All | +78.8% | +70.2% | +8.6% | +200.7% |
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 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