-26.6%
U vs PHM
+197.6%
-224.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.2% |
| 7D | +2.8% | -6.1% | +8.9% | +6.5% |
| 30D | +7.6% | +13.7% | -6.1% | -1.0% |
| 3M | +12.7% | -1.5% | +14.2% | +12.4% |
| 6M | +87.0% | +11.3% | +75.7% | +70.5% |
| YTD | +13.6% | +8.9% | +4.7% | +1.8% |
| 1Y | +25.3% | +6.1% | +19.2% | +13.7% |
| 3Y | +85.8% | +57.7% | +28.1% | +17.2% |
| 5Y | -74.5% | +159.0% | -233.4% | -89.9% |
| All | -26.6% | +197.6% | -224.1% | -73.3% |
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