+2,945.6%
SHOP vs PHM
+571.9%
+2,373.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -5.0% |
| 7D | -10.6% | -3.9% | -6.8% | -8.7% |
| 30D | -18.3% | -8.6% | -9.7% | -14.4% |
| 3M | +14.8% | -2.9% | +17.8% | +16.4% |
| 6M | -5.0% | -5.7% | +0.7% | -3.1% |
| YTD | -21.2% | +1.9% | -23.1% | -23.5% |
| 1Y | -11.6% | -12.3% | +0.7% | -7.5% |
| 3Y | +101.2% | +50.8% | +50.5% | +50.2% |
| 5Y | -15.7% | +157.3% | -173.0% | -52.2% |
| All | +2,945.6% | +571.9% | +2,373.7% | +1,072.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling