+4,267.1%
SYY vs PHM
+11,456.8%
-7,189.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -2.3% | -3.2% | +0.9% | -1.7% |
| 30D | -4.9% | -6.4% | +1.5% | -3.8% |
| 3M | +8.4% | +5.5% | +2.9% | +7.0% |
| 6M | -7.4% | -5.4% | -1.9% | -6.7% |
| YTD | +11.0% | +6.6% | +4.4% | +9.1% |
| 1Y | -0.2% | -8.8% | +8.6% | +0.8% |
| 3Y | +23.8% | +54.1% | -30.3% | +11.6% |
| 5Y | +18.1% | +144.5% | -126.3% | -3.8% |
| 10Y | +94.6% | +569.4% | -474.8% | +31.8% |
| All | +4,267.1% | +11,456.8% | -7,189.6% | +1,251.7% |
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