+958.5%
SLB vs PHM
+11,456.8%
-10,498.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | -3.2% | +4.0% | +1.6% |
| 30D | +15.8% | -6.4% | +22.3% | +17.5% |
| 3M | -0.3% | +5.5% | -5.8% | -2.2% |
| 6M | +21.3% | -5.4% | +26.8% | +22.1% |
| YTD | +52.3% | +6.6% | +45.7% | +48.7% |
| 1Y | +63.6% | -8.8% | +72.5% | +65.6% |
| 3Y | +3.8% | +54.1% | -50.4% | -9.3% |
| 5Y | +128.6% | +144.5% | -15.8% | +73.8% |
| 10Y | -3.1% | +569.4% | -572.5% | -43.5% |
| All | +958.5% | +11,456.8% | -10,498.3% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling