+113.8%
SYY vs PHM
+568.1%
-454.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | +3.9% | -5.0% | +8.9% | +5.8% |
| 30D | -1.7% | -8.4% | +6.7% | +1.2% |
| 3M | +5.2% | -4.4% | +9.6% | +6.3% |
| 6M | -0.2% | -3.7% | +3.5% | +0.2% |
| YTD | +15.4% | +1.3% | +14.1% | +13.3% |
| 1Y | +5.6% | -14.0% | +19.6% | +9.6% |
| 3Y | +28.9% | +48.1% | -19.2% | +4.1% |
| 5Y | +24.1% | +158.8% | -134.7% | -24.0% |
| All | +113.8% | +568.1% | -454.3% | -5.7% |
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 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