+182.7%
SW vs PHM
+700.3%
-517.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.5% |
| 7D | +2.3% | +6.2% | -3.9% | +0.8% |
| 30D | +6.8% | +17.9% | -11.2% | +2.6% |
| 3M | -5.2% | +2.5% | -7.7% | -5.8% |
| 6M | +7.4% | +10.8% | -3.4% | +5.2% |
| YTD | +17.4% | +13.7% | +3.7% | +14.5% |
| 1Y | +27.1% | +12.4% | +14.7% | +24.3% |
| 3Y | +47.9% | +65.6% | -17.8% | +34.3% |
| 5Y | -2.6% | +175.3% | -177.9% | -19.6% |
| All | +182.7% | +700.3% | -517.6% | +80.5% |
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