+139.2%
SLB vs PHM
+152.9%
-13.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.1% |
| 3M | +1.5% | +2.2% | -0.7% | +0.4% |
| 6M | +23.0% | -5.7% | +28.7% | +23.7% |
| YTD | +51.2% | +2.8% | +48.4% | +48.9% |
| 1Y | +63.5% | -14.4% | +77.9% | +67.5% |
| 3Y | +2.5% | +52.2% | -49.7% | -7.8% |
| 5Y | +139.2% | +154.3% | -15.1% | +86.2% |
| All | +139.2% | +152.9% | -13.7% | +86.2% |
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 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