+98.4%
SPYG vs PHM
+50.2%
+48.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | +0.3% | -3.9% | +4.2% | +1.0% |
| 30D | -1.7% | -8.6% | +6.9% | -0.3% |
| 3M | +3.6% | -2.9% | +6.6% | +3.8% |
| 6M | +16.6% | -5.7% | +22.3% | +17.0% |
| YTD | +13.4% | +1.9% | +11.5% | +11.9% |
| 1Y | +19.6% | -12.3% | +31.9% | +21.2% |
| All | +98.4% | +50.2% | +48.2% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling