+109.0%
SPG vs PHM
+670.5%
-561.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.0% | -4.1% | +6.1% | +3.9% |
| 30D | +17.2% | +16.1% | +1.1% | +9.1% |
| 3M | +6.3% | -2.5% | +8.8% | +6.9% |
| 6M | +18.7% | +12.9% | +5.8% | +10.9% |
| YTD | +30.1% | +9.0% | +21.1% | +22.1% |
| 1Y | +32.8% | +8.2% | +24.6% | +24.7% |
| 3Y | +133.6% | +58.4% | +75.1% | +73.2% |
| 5Y | +84.4% | +159.2% | -74.8% | +1.2% |
| All | +109.0% | +670.5% | -561.6% | -27.8% |
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