-13.1%
SLB vs PHM
+670.5%
-683.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +3.5% | -4.1% | +7.6% | +4.9% |
| 30D | +6.5% | +16.1% | -9.6% | +0.8% |
| 3M | -0.2% | -2.5% | +2.3% | 0.0% |
| 6M | -5.7% | +12.9% | -18.6% | -10.9% |
| YTD | +36.8% | +9.0% | +27.8% | +30.3% |
| 1Y | +45.8% | +8.2% | +37.6% | +39.1% |
| 3Y | +3.4% | +58.4% | -55.1% | -16.5% |
| 5Y | +76.1% | +159.2% | -83.0% | +12.7% |
| All | -13.1% | +670.5% | -683.6% | -57.2% |
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