+109.4%
SPG vs PHM
+57.8%
+51.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | -6.8% | -6.4% | -0.4% | -4.8% |
| 3M | +2.7% | +5.5% | -2.8% | +0.5% |
| 6M | +5.5% | -5.4% | +10.9% | +6.7% |
| YTD | +15.7% | +6.6% | +9.1% | +11.9% |
| 1Y | +20.9% | -8.8% | +29.7% | +23.1% |
| All | +109.4% | +57.8% | +51.6% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling