+130.2%
SRE vs PHM
+670.5%
-540.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.8% | -4.1% | +5.9% | +2.7% |
| 30D | -3.0% | +16.1% | -19.1% | -6.6% |
| 3M | -7.3% | -2.5% | -4.8% | -7.1% |
| 6M | -11.9% | +12.9% | -24.8% | -15.2% |
| YTD | -7.9% | +9.0% | -16.9% | -11.0% |
| 1Y | -11.1% | +8.2% | -19.3% | -14.1% |
| 3Y | +24.8% | +58.4% | -33.6% | +6.1% |
| 5Y | +52.4% | +159.2% | -106.8% | +9.2% |
| All | +130.2% | +670.5% | -540.4% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling