+343.3%
SPGI vs PHM
+670.5%
-327.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -4.1% | +5.4% | +2.6% |
| 30D | +15.9% | +16.1% | -0.2% | +10.3% |
| 3M | +12.3% | -2.5% | +14.8% | +12.8% |
| 6M | +23.7% | +12.9% | +10.8% | +17.8% |
| YTD | -3.5% | +9.0% | -12.6% | -8.1% |
| 1Y | +0.4% | +8.2% | -7.8% | -4.3% |
| 3Y | +29.9% | +58.4% | -28.5% | +3.9% |
| 5Y | +15.2% | +159.2% | -144.0% | -25.4% |
| All | +343.3% | +670.5% | -327.2% | +96.9% |
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