+175.8%
SLV vs PHM
+670.5%
-494.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -5.8% | -4.1% | -1.7% | -5.2% |
| 30D | -12.1% | +16.1% | -28.3% | -14.2% |
| 3M | -24.1% | -2.5% | -21.6% | -23.9% |
| 6M | -44.4% | +12.9% | -57.3% | -45.6% |
| YTD | -31.5% | +9.0% | -40.5% | -32.7% |
| 1Y | -6.9% | +8.2% | -15.1% | -8.6% |
| 3Y | +116.0% | +58.4% | +57.6% | +97.1% |
| 5Y | +88.4% | +159.2% | -70.8% | +55.7% |
| All | +175.8% | +670.5% | -494.7% | +86.1% |
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