-59.0%
SKUU vs PHM
+8.3%
-67.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.2% | -17.5% | -1.2% |
| 7D | -25.6% | +13.6% | -39.2% | -11.1% |
| 30D | -49.6% | +19.3% | -68.9% | -34.6% |
| 3M | -26.8% | +3.5% | -30.3% | -28.9% |
| All | -59.0% | +8.3% | -67.3% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling