+162.0%
SO vs PHM
+545.0%
-383.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | 0.0% | -3.9% | +3.9% | +0.8% |
| 30D | -2.5% | -8.6% | +6.1% | -0.9% |
| 3M | -4.2% | -2.9% | -1.2% | -3.9% |
| 6M | -7.7% | -5.7% | -2.0% | -7.1% |
| YTD | +3.8% | +1.9% | +1.9% | +2.6% |
| 1Y | +0.1% | -12.3% | +12.4% | +1.6% |
| 3Y | +44.2% | +50.8% | -6.6% | +27.8% |
| 5Y | +57.9% | +157.3% | -99.4% | +20.5% |
| 10Y | +162.0% | +566.5% | -404.6% | +61.9% |
| All | +162.0% | +545.0% | -383.0% | +61.9% |
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