+3,094.0%
SPY vs PHM
+3,934.1%
-840.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +0.1% | -6.4% | +6.5% | +1.5% |
| 3M | +2.0% | +5.5% | -3.5% | +0.4% |
| 6M | +13.0% | -5.4% | +18.5% | +13.8% |
| YTD | +13.5% | +6.6% | +7.0% | +10.9% |
| 1Y | +20.0% | -8.8% | +28.8% | +21.1% |
| 3Y | +77.2% | +54.1% | +23.1% | +54.9% |
| 5Y | +81.9% | +144.5% | -62.6% | +40.3% |
| 10Y | +314.1% | +569.4% | -255.4% | +141.3% |
| All | +3,094.0% | +3,934.1% | -840.1% | +826.0% |
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