+995.4%
TER vs PHM
+670.5%
+324.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +14.4% | -4.1% | +18.5% | +16.5% |
| 30D | -30.6% | +16.1% | -46.7% | -36.0% |
| 3M | -39.2% | -2.5% | -36.7% | -39.5% |
| 6M | -31.3% | +12.9% | -44.2% | -36.7% |
| YTD | +29.1% | +9.0% | +20.1% | +21.0% |
| 1Y | +47.4% | +8.2% | +39.3% | +38.4% |
| 3Y | +191.2% | +58.4% | +132.8% | +119.3% |
| 5Y | +74.0% | +159.2% | -85.2% | +1.0% |
| All | +995.4% | +670.5% | +324.9% | +281.8% |
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