+188.9%
TECH vs PHM
+545.0%
-356.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -0.1% | -3.9% | +3.8% | +1.1% |
| 30D | +0.3% | -8.6% | +8.8% | +2.9% |
| 3M | +32.9% | -2.9% | +35.9% | +33.6% |
| 6M | +32.1% | -5.7% | +37.8% | +33.4% |
| YTD | +23.4% | +1.9% | +21.5% | +21.4% |
| 1Y | +34.1% | -12.3% | +46.4% | +38.1% |
| 3Y | +2.2% | +50.8% | -48.6% | -10.5% |
| 5Y | -41.8% | +157.3% | -199.1% | -56.6% |
| 10Y | +188.9% | +566.5% | -377.6% | +75.2% |
| All | +188.9% | +545.0% | -356.1% | +75.2% |
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