+62.5%
SLB vs PHM
+175.2%
-112.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.0% |
| 7D | -7.1% | +6.2% | -13.3% | -8.5% |
| 30D | +4.1% | +17.9% | -13.9% | +0.1% |
| 3M | -2.6% | +2.5% | -5.1% | -3.5% |
| 6M | -8.6% | +10.8% | -19.3% | -11.4% |
| YTD | +32.2% | +13.7% | +18.5% | +27.0% |
| 1Y | +40.7% | +12.4% | +28.3% | +35.4% |
| 3Y | -4.5% | +65.6% | -70.2% | -15.7% |
| All | +62.5% | +175.2% | -112.7% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling