+730.4%
SW vs PHM
+1,385.8%
-655.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +4.7% | +8.7% | -4.0% | +3.8% |
| 30D | +5.0% | +16.4% | -11.4% | +3.4% |
| 3M | -7.3% | +1.8% | -9.2% | -7.5% |
| 6M | +15.0% | +15.1% | -0.1% | +13.6% |
| YTD | +18.5% | +16.0% | +2.5% | +17.1% |
| 1Y | +27.1% | +14.1% | +13.0% | +25.8% |
| 3Y | +49.3% | +65.9% | -16.6% | +43.8% |
| 5Y | -1.6% | +180.9% | -182.5% | -8.7% |
| 10Y | +185.4% | +730.3% | -544.9% | +150.5% |
| All | +730.4% | +1,385.8% | -655.4% | +658.4% |
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