+3,781.0%
SHOP vs PHM
+670.5%
+3,110.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | -4.1% | +2.9% | +1.0% |
| 30D | -14.7% | +16.1% | -30.9% | -21.4% |
| 3M | -7.2% | -2.5% | -4.7% | -6.3% |
| 6M | +54.2% | +12.9% | +41.3% | +43.6% |
| YTD | -8.6% | +9.0% | -17.6% | -14.8% |
| 1Y | +0.5% | +8.2% | -7.7% | -6.1% |
| 3Y | +135.9% | +58.4% | +77.5% | +70.2% |
| 5Y | -11.9% | +159.2% | -171.1% | -51.1% |
| All | +3,781.0% | +670.5% | +3,110.5% | +1,235.7% |
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 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