-0.9%
TSLA vs PHM
-12.7%
+11.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +3.2% | -5.0% | +8.2% | +4.0% |
| 30D | +11.6% | -8.4% | +20.0% | +13.0% |
| 3M | -8.4% | -4.4% | -4.0% | -8.1% |
| 6M | -10.4% | -3.7% | -6.7% | -10.8% |
| YTD | -18.7% | +1.3% | -20.0% | -19.8% |
| 1Y | -0.9% | -14.0% | +13.1% | +3.1% |
| All | -0.9% | -12.7% | +11.8% | +3.1% |
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