-16.6%
SLB vs PHM
+746.3%
-762.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.1% |
| 7D | -3.7% | +3.5% | -7.2% | -4.9% |
| 30D | +2.9% | +21.2% | -18.3% | -4.0% |
| 3M | +0.2% | +2.5% | -2.2% | -1.2% |
| 6M | -4.4% | +16.1% | -20.5% | -10.4% |
| YTD | +33.4% | +16.6% | +16.8% | +24.3% |
| 1Y | +40.8% | +14.4% | +26.4% | +31.9% |
| 3Y | +3.2% | +71.9% | -68.7% | -18.9% |
| 5Y | +64.8% | +174.3% | -109.5% | +3.6% |
| 10Y | -16.6% | +744.0% | -760.6% | -60.0% |
| All | -16.6% | +746.3% | -762.9% | -60.0% |
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