+63.7%
SPG vs PHM
+545.0%
-481.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | -1.7% | -3.9% | +2.2% | +0.1% |
| 30D | -6.3% | -8.6% | +2.3% | -2.5% |
| 3M | -2.4% | -2.9% | +0.5% | -1.7% |
| 6M | +9.6% | -5.7% | +15.3% | +11.4% |
| YTD | +14.2% | +1.9% | +12.3% | +11.2% |
| 1Y | +19.3% | -12.3% | +31.6% | +24.0% |
| 3Y | +106.7% | +50.8% | +55.9% | +57.2% |
| 5Y | +104.2% | +157.3% | -53.1% | +12.6% |
| 10Y | +63.7% | +566.5% | -502.9% | -41.9% |
| All | +63.7% | +545.0% | -481.3% | -41.9% |
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