+139.0%
SHOP vs PHM
+64.0%
+75.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.1% |
| 7D | +2.8% | +2.9% | -0.1% | +1.8% |
| 30D | -14.2% | +16.5% | -30.7% | -19.1% |
| 3M | -5.5% | +0.6% | -6.2% | -5.8% |
| 6M | +32.8% | +11.6% | +21.2% | +27.3% |
| YTD | -8.9% | +12.1% | -21.0% | -14.1% |
| 1Y | -7.7% | +9.6% | -17.3% | -12.3% |
| 3Y | +139.0% | +62.3% | +76.7% | +76.9% |
| All | +139.0% | +64.0% | +75.0% | +76.9% |
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