+14,784.9%
SPGI vs PHM
+12,054.4%
+2,730.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.4% |
| 7D | +1.6% | +2.9% | -1.4% | +0.8% |
| 30D | +16.1% | +16.5% | -0.4% | +11.9% |
| 3M | +15.5% | +0.6% | +14.8% | +15.0% |
| 6M | +19.6% | +11.6% | +8.1% | +16.0% |
| YTD | -3.6% | +12.1% | -15.7% | -7.3% |
| 1Y | +2.2% | +9.6% | -7.4% | -1.3% |
| 3Y | +30.1% | +62.3% | -32.2% | +12.2% |
| 5Y | +14.9% | +170.4% | -155.5% | -13.3% |
| 10Y | +334.0% | +683.0% | -349.0% | +147.9% |
| All | +14,784.9% | +12,054.4% | +2,730.4% | +4,660.3% |
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