+183.2%
SLV vs PHM
+677.6%
-494.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | -4.8% | +3.7% | -0.3% |
| 30D | -14.2% | +16.5% | -30.7% | -16.2% |
| 3M | -20.3% | -2.0% | -18.3% | -20.2% |
| 6M | -40.2% | +12.7% | -52.8% | -41.5% |
| YTD | -27.6% | +11.2% | -38.7% | -29.1% |
| 1Y | +0.4% | +7.7% | -7.3% | -1.3% |
| 3Y | +129.4% | +60.9% | +68.4% | +108.9% |
| 5Y | +99.8% | +167.7% | -67.9% | +64.4% |
| 10Y | +183.2% | +692.1% | -508.8% | +93.4% |
| All | +183.2% | +677.6% | -494.4% | +93.4% |
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 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