+4,136.2%
SYY vs PHM
+11,720.3%
-7,584.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.3% | -4.1% | +4.4% | +1.1% |
| 30D | -4.8% | +16.1% | -20.9% | -7.5% |
| 3M | -7.1% | -2.5% | -4.6% | -6.8% |
| 6M | +6.8% | +12.9% | -6.1% | +4.0% |
| YTD | +7.7% | +9.0% | -1.4% | +5.2% |
| 1Y | +5.7% | +8.2% | -2.5% | +3.4% |
| 3Y | +24.6% | +58.4% | -33.9% | +11.7% |
| 5Y | +15.6% | +159.2% | -143.5% | -6.9% |
| 10Y | +87.9% | +676.9% | -588.9% | +24.3% |
| All | +4,136.2% | +11,720.3% | -7,584.2% | +1,204.0% |
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