+5.0%
SYK vs PHM
+152.2%
-147.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.3% |
| 7D | -12.3% | -6.4% | -6.0% | -10.5% |
| 30D | -22.4% | -12.1% | -10.4% | -19.4% |
| 3M | -12.3% | -1.5% | -10.8% | -11.9% |
| 6M | -24.3% | -6.0% | -18.3% | -23.1% |
| YTD | -22.8% | -0.3% | -22.5% | -23.2% |
| 1Y | -28.8% | -13.3% | -15.4% | -26.4% |
| 3Y | -4.0% | +47.6% | -51.5% | -20.6% |
| All | +5.0% | +152.2% | -147.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling