+1,895.7%
TER vs PHM
+545.0%
+1,350.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.6% |
| 7D | +12.4% | -3.9% | +16.2% | +14.2% |
| 30D | +5.1% | -8.6% | +13.7% | +9.0% |
| 3M | +4.0% | -2.9% | +6.9% | +4.1% |
| 6M | +29.5% | -5.7% | +35.2% | +32.1% |
| YTD | +98.5% | +1.9% | +96.6% | +94.5% |
| 1Y | +234.1% | -12.3% | +246.4% | +248.0% |
| 3Y | +289.0% | +50.8% | +238.3% | +202.9% |
| 5Y | +228.2% | +157.3% | +70.9% | +94.5% |
| 10Y | +1,895.7% | +566.5% | +1,329.1% | +685.4% |
| All | +1,895.7% | +545.0% | +1,350.7% | +685.4% |
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