+137.2%
SPG vs PHM
+70.2%
+67.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.2% |
| 7D | +5.1% | +3.5% | +1.6% | +3.8% |
| 30D | +16.8% | +21.2% | -4.3% | +9.6% |
| 3M | +5.7% | +2.5% | +3.2% | +4.4% |
| 6M | +17.8% | +16.1% | +1.7% | +11.5% |
| YTD | +30.1% | +16.6% | +13.5% | +22.0% |
| 1Y | +32.8% | +14.4% | +18.4% | +25.1% |
| 3Y | +137.2% | +71.9% | +65.3% | +72.4% |
| All | +137.2% | +70.2% | +67.0% | +72.4% |
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