+81.7%
SPY vs PHM
+152.6%
-70.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -0.4% | -3.9% | +3.5% | +0.7% |
| 30D | -1.4% | -8.6% | +7.2% | +0.9% |
| 3M | +3.7% | -2.9% | +6.6% | +4.0% |
| 6M | +13.0% | -5.7% | +18.7% | +13.9% |
| YTD | +12.4% | +1.9% | +10.5% | +10.4% |
| 1Y | +18.5% | -12.3% | +30.9% | +21.1% |
| 3Y | +77.6% | +50.8% | +26.9% | +46.6% |
| 5Y | +81.7% | +157.3% | -75.6% | +17.3% |
| All | +81.7% | +152.6% | -70.9% | +17.3% |
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 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