-11.1%
SRE vs PHM
+7.4%
-18.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.8% | -4.1% | +5.9% | +2.2% |
| 30D | -3.0% | +16.1% | -19.1% | -4.6% |
| 3M | -7.3% | -2.5% | -4.8% | -7.2% |
| 6M | -11.9% | +12.9% | -24.8% | -14.0% |
| YTD | -7.9% | +9.0% | -16.9% | -9.9% |
| 1Y | -11.1% | +8.2% | -19.3% | -13.1% |
| All | -11.1% | +7.4% | -18.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling