+34.1%
TECH vs PHM
-14.7%
+48.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -0.1% | -3.9% | +3.8% | +1.3% |
| 30D | +0.3% | -8.6% | +8.8% | +3.4% |
| 3M | +32.9% | -2.9% | +35.9% | +33.2% |
| 6M | +32.1% | -5.7% | +37.8% | +33.2% |
| YTD | +23.4% | +1.9% | +21.5% | +18.8% |
| 1Y | +34.1% | -12.3% | +46.4% | +47.7% |
| All | +34.1% | -14.7% | +48.7% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling