+1,507.7%
SRE vs PHM
+1,924.9%
-417.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.3% | -3.2% | +2.9% | +0.2% |
| 30D | -0.7% | -6.4% | +5.7% | +0.3% |
| 3M | -6.3% | +5.5% | -11.8% | -7.5% |
| 6M | -10.7% | -5.4% | -5.2% | -10.3% |
| YTD | -3.5% | +6.6% | -10.0% | -5.1% |
| 1Y | +5.3% | -8.8% | +14.1% | +6.0% |
| 3Y | +31.8% | +54.1% | -22.3% | +19.3% |
| 5Y | +47.4% | +144.5% | -97.1% | +20.7% |
| 10Y | +120.6% | +569.4% | -448.9% | +48.4% |
| All | +1,507.7% | +1,924.9% | -417.1% | +672.3% |
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