+106.9%
SPG vs PHM
+152.9%
-45.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.9% |
| 30D | -4.9% | -9.7% | +4.7% | -1.3% |
| 3M | +3.3% | +2.2% | +1.1% | +1.9% |
| 6M | +11.2% | -5.7% | +16.9% | +12.8% |
| YTD | +17.1% | +2.8% | +14.2% | +14.1% |
| 1Y | +21.6% | -14.4% | +36.0% | +27.0% |
| 3Y | +111.9% | +52.2% | +59.7% | +66.0% |
| 5Y | +106.9% | +154.3% | -47.3% | +19.4% |
| All | +106.9% | +152.9% | -45.9% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling