-77.1%
SE vs PHM
+180.8%
-258.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.4% | +1.7% |
| 7D | +3.3% | +3.5% | -0.2% | +1.5% |
| 30D | -18.2% | +21.2% | -39.3% | -25.8% |
| 3M | -31.3% | +2.5% | -33.7% | -32.4% |
| 6M | -10.1% | +16.1% | -26.2% | -17.7% |
| YTD | -38.9% | +16.6% | -55.5% | -44.9% |
| 1Y | -48.0% | +14.4% | -62.4% | -53.0% |
| 3Y | +78.8% | +71.9% | +6.9% | +5.7% |
| 5Y | -77.1% | +174.3% | -251.5% | -92.6% |
| All | -77.1% | +180.8% | -258.0% | -92.6% |
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