+62.5%
T vs PHM
+670.5%
-608.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | -4.1% | +6.7% | +3.3% |
| 30D | -3.8% | +16.1% | -19.9% | -6.5% |
| 3M | -8.7% | -2.5% | -6.2% | -8.5% |
| 6M | -8.1% | +12.9% | -21.0% | -10.6% |
| YTD | -6.4% | +9.0% | -15.5% | -8.8% |
| 1Y | -9.8% | +8.2% | -17.9% | -12.0% |
| 3Y | +65.5% | +58.4% | +7.0% | +44.9% |
| 5Y | +57.0% | +159.2% | -102.2% | +19.2% |
| All | +62.5% | +670.5% | -608.0% | -4.2% |
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