+14,609.4%
SPGI vs PHM
+12,230.3%
+2,379.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +0.3% | +6.2% | -5.9% | -1.2% |
| 30D | +18.4% | +17.9% | +0.4% | +13.9% |
| 3M | +15.7% | +2.5% | +13.2% | +14.8% |
| 6M | +17.3% | +10.8% | +6.5% | +13.9% |
| YTD | -4.7% | +13.7% | -18.4% | -8.7% |
| 1Y | +1.8% | +12.4% | -10.5% | -2.2% |
| 3Y | +31.7% | +65.6% | -33.9% | +13.0% |
| 5Y | +12.1% | +175.3% | -163.3% | -15.8% |
| 10Y | +341.9% | +713.9% | -372.0% | +150.4% |
| All | +14,609.4% | +12,230.3% | +2,379.1% | +4,590.0% |
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