+64.2%
T vs PHM
+152.6%
-88.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.6% |
| 7D | -3.1% | -3.9% | +0.8% | -2.6% |
| 30D | +4.6% | -8.6% | +13.1% | +5.7% |
| 3M | +12.2% | -2.9% | +15.2% | +12.5% |
| 6M | -6.5% | -5.7% | -0.7% | -6.1% |
| YTD | +4.9% | +1.9% | +3.0% | +4.3% |
| 1Y | -10.5% | -12.3% | +1.8% | -9.6% |
| 3Y | +104.6% | +50.8% | +53.8% | +85.8% |
| 5Y | +64.2% | +157.3% | -93.1% | +25.1% |
| All | +64.2% | +152.6% | -88.3% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling