+101,053.8%
TECH vs PHM
+11,456.8%
+89,597.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | +0.7% |
| 30D | +0.7% | -6.4% | +7.1% | +1.9% |
| 3M | +36.3% | +5.5% | +30.9% | +34.8% |
| 6M | +25.6% | -5.4% | +31.0% | +26.4% |
| YTD | +23.7% | +6.6% | +17.1% | +21.7% |
| 1Y | +37.6% | -8.8% | +46.5% | +39.3% |
| 3Y | -6.6% | +54.1% | -60.7% | -14.1% |
| 5Y | -42.2% | +144.5% | -186.7% | -51.3% |
| 10Y | +187.6% | +569.4% | -381.8% | +98.9% |
| All | +101,053.8% | +11,456.8% | +89,597.1% | +36,332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling