+22,282.0%
SYK vs PHM
+10,710.1%
+11,571.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.5% |
| 7D | -12.3% | -6.4% | -6.0% | -11.2% |
| 30D | -22.4% | -12.1% | -10.4% | -20.4% |
| 3M | -12.3% | -1.5% | -10.8% | -12.1% |
| 6M | -24.3% | -6.0% | -18.3% | -23.5% |
| YTD | -22.8% | -0.3% | -22.5% | -23.0% |
| 1Y | -28.8% | -13.3% | -15.4% | -27.2% |
| 3Y | -4.0% | +47.6% | -51.5% | -13.0% |
| 5Y | +3.8% | +154.7% | -150.9% | -16.3% |
| 10Y | +172.8% | +552.4% | -379.6% | +80.1% |
| All | +22,282.0% | +10,710.1% | +11,571.8% | +7,350.7% |
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