+189.3%
TECH vs PHM
+670.5%
-481.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.1% | -4.1% | +4.3% | +1.4% |
| 30D | +0.5% | +16.1% | -15.6% | -4.3% |
| 3M | +1.1% | -2.5% | +3.6% | +1.3% |
| 6M | +62.8% | +12.9% | +49.9% | +55.5% |
| YTD | +24.5% | +9.0% | +15.4% | +19.4% |
| 1Y | +20.6% | +8.2% | +12.5% | +16.0% |
| 3Y | +29.5% | +58.4% | -29.0% | +11.3% |
| 5Y | -40.9% | +159.2% | -200.1% | -56.4% |
| All | +189.3% | +670.5% | -481.2% | +72.1% |
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 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