+3,017.7%
SPY vs PHM
+4,142.7%
-1,125.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.5% |
| 7D | -0.6% | +2.9% | -3.5% | -1.3% |
| 30D | -3.7% | +16.5% | -20.2% | -7.2% |
| 3M | -2.7% | +0.6% | -3.4% | -3.3% |
| 6M | +2.2% | +11.6% | -9.4% | -1.1% |
| YTD | +10.8% | +12.1% | -1.3% | +6.6% |
| 1Y | +11.2% | +9.6% | +1.6% | +7.4% |
| 3Y | +76.5% | +62.3% | +14.2% | +52.3% |
| 5Y | +72.9% | +170.4% | -97.5% | +30.1% |
| 10Y | +304.8% | +683.0% | -378.2% | +127.3% |
| All | +3,017.7% | +4,142.7% | -1,125.0% | +790.5% |
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