+5,923.7%
SPG vs PHM
+3,720.3%
+2,203.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +5.7% | +2.5% | +3.2% | +4.4% |
| 6M | +17.8% | +16.1% | +1.7% | +11.4% |
| 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% | +90.6% |
| 5Y | +81.5% | +174.3% | -92.9% | +22.1% |
| 10Y | +116.5% | +744.0% | -627.5% | +0.1% |
| All | +5,923.7% | +3,720.3% | +2,203.4% | +1,704.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling