+296.4%
SPGI vs PHM
+545.0%
-248.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.2% |
| 7D | -3.1% | -3.9% | +0.8% | -1.8% |
| 30D | +2.0% | -8.6% | +10.6% | +4.9% |
| 3M | +4.3% | -2.9% | +7.3% | +4.7% |
| 6M | -0.2% | -5.7% | +5.5% | +0.7% |
| YTD | -14.8% | +1.9% | -16.7% | -16.8% |
| 1Y | -18.5% | -12.3% | -6.2% | -16.7% |
| 3Y | +16.0% | +50.8% | -34.8% | -5.6% |
| 5Y | +2.2% | +157.3% | -155.1% | -33.6% |
| 10Y | +296.4% | +566.5% | -270.1% | +84.8% |
| All | +296.4% | +545.0% | -248.5% | +84.8% |
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