+70.0%
SHEL vs PHM
+47.0%
+23.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | +3.9% | -6.4% | +10.3% | +4.4% |
| 30D | +7.0% | -12.1% | +19.1% | +7.9% |
| 3M | +12.5% | -1.5% | +14.0% | +12.1% |
| 6M | +14.8% | -6.0% | +20.8% | +14.8% |
| YTD | +34.2% | -0.3% | +34.5% | +32.8% |
| 1Y | +37.0% | -13.3% | +50.3% | +38.1% |
| All | +70.0% | +47.0% | +23.0% | +60.3% |
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