+147.8%
SW vs PHM
+568.8%
-421.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | -3.2% | -1.9% | -4.4% |
| 30D | -4.6% | -6.4% | +1.9% | -3.1% |
| 3M | +9.4% | +5.5% | +3.9% | +8.5% |
| 6M | +3.5% | -5.4% | +9.0% | +5.0% |
| YTD | +22.0% | +6.6% | +15.4% | +21.0% |
| 1Y | +2.2% | -8.8% | +11.1% | +4.3% |
| 3Y | +19.6% | +54.1% | -34.5% | +10.6% |
| 5Y | -2.3% | +144.5% | -146.8% | -17.3% |
| All | +147.8% | +568.8% | -421.0% | +63.6% |
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