+743.1%
SW vs PHM
+1,394.8%
-651.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.2% | -3.1% | +3.4% |
| 7D | +12.1% | +13.6% | -1.5% | +10.6% |
| 30D | +6.6% | +19.3% | -12.7% | +4.7% |
| 3M | -6.0% | +3.5% | -9.5% | -6.3% |
| 6M | +21.5% | +18.6% | +2.9% | +19.7% |
| YTD | +20.3% | +16.7% | +3.6% | +18.8% |
| 1Y | +28.1% | +14.6% | +13.5% | +26.8% |
| 3Y | +51.6% | +66.9% | -15.3% | +45.9% |
| 5Y | -0.1% | +190.4% | -190.5% | -7.5% |
| 10Y | +189.7% | +735.3% | -545.6% | +154.2% |
| All | +743.1% | +1,394.8% | -651.7% | +669.5% |
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 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