+5.1%
SPGI vs PHM
+152.9%
-147.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.2% |
| 7D | -2.5% | -2.5% | 0.0% | -1.8% |
| 30D | +5.4% | -9.7% | +15.1% | +8.4% |
| 3M | +9.0% | +2.2% | +6.8% | +7.7% |
| 6M | +0.8% | -5.7% | +6.5% | +1.6% |
| YTD | -12.6% | +2.8% | -15.4% | -14.8% |
| 1Y | -16.1% | -14.4% | -1.7% | -13.7% |
| 3Y | +19.0% | +52.2% | -33.2% | -4.6% |
| 5Y | +5.1% | +154.3% | -149.2% | -34.1% |
| All | +5.1% | +152.9% | -147.8% | -34.1% |
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