-67.0%
SE vs PHM
+152.9%
-219.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.8% |
| 7D | +0.6% | -2.5% | +3.1% | +1.8% |
| 30D | -0.1% | -9.7% | +9.6% | +5.0% |
| 3M | +34.1% | +2.2% | +31.9% | +31.7% |
| 6M | +23.2% | -5.7% | +28.9% | +25.3% |
| YTD | -11.2% | +2.8% | -14.0% | -14.3% |
| 1Y | -40.5% | -14.4% | -26.1% | -37.3% |
| 3Y | +196.3% | +52.2% | +144.1% | +88.0% |
| 5Y | -67.0% | +154.3% | -221.3% | -88.1% |
| All | -67.0% | +152.9% | -219.9% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling