+63.5%
SLB vs PHM
-13.4%
+76.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.1% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | +13.6% | -9.7% | +23.2% | +16.2% |
| 3M | +1.5% | +2.2% | -0.7% | -0.5% |
| 6M | +23.0% | -5.7% | +28.7% | +23.5% |
| YTD | +51.2% | +2.8% | +48.4% | +46.0% |
| 1Y | +63.5% | -14.4% | +77.9% | +65.9% |
| All | +63.5% | -13.4% | +76.9% | +65.9% |
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 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 · 6 months rolling