+111.9%
SPG vs PHM
+52.3%
+59.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.3% |
| 7D | 0.0% | -2.5% | +2.5% | +0.8% |
| 30D | -4.9% | -9.7% | +4.7% | -1.8% |
| 3M | +3.3% | +2.2% | +1.1% | +2.1% |
| 6M | +11.2% | -5.7% | +16.9% | +12.6% |
| YTD | +17.1% | +2.8% | +14.2% | +14.5% |
| 1Y | +21.6% | -14.4% | +36.0% | +26.5% |
| 3Y | +111.9% | +52.2% | +59.7% | +60.0% |
| All | +111.9% | +52.3% | +59.6% | +60.0% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling