+3,125.8%
TSLA vs PHM
+670.5%
+2,455.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +8.9% | -4.1% | +13.1% | +10.9% |
| 30D | +6.3% | +16.1% | -9.9% | -1.2% |
| 3M | +14.8% | -2.5% | +17.3% | +14.8% |
| 6M | -12.4% | +12.9% | -25.3% | -18.4% |
| YTD | -13.2% | +9.0% | -22.2% | -19.1% |
| 1Y | -2.9% | +8.2% | -11.1% | -9.5% |
| 3Y | +74.4% | +58.4% | +16.0% | +30.5% |
| 5Y | +13.3% | +159.2% | -145.9% | -34.9% |
| All | +3,125.8% | +670.5% | +2,455.3% | +982.7% |
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 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