+48.2%
TSLA vs PHM
+52.3%
-4.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +5.2% |
| 7D | +3.4% | -2.5% | +5.9% | +4.2% |
| 30D | +12.0% | -9.7% | +21.7% | +15.9% |
| 3M | -10.0% | +2.2% | -12.2% | -11.3% |
| 6M | -7.2% | -5.7% | -1.5% | -6.3% |
| YTD | -18.1% | +2.8% | -21.0% | -20.6% |
| 1Y | +6.3% | -14.4% | +20.7% | +10.7% |
| 3Y | +48.2% | +52.2% | -4.1% | +8.1% |
| All | +48.2% | +52.3% | -4.1% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling