-71.5%
U vs PHM
+166.0%
-237.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | +0.5% |
| 7D | +24.4% | +2.9% | +21.4% | +21.6% |
| 30D | +7.4% | +16.5% | -9.1% | -3.9% |
| 3M | +16.8% | +0.6% | +16.2% | +14.7% |
| 6M | +78.8% | +11.6% | +67.2% | +60.5% |
| YTD | +14.0% | +12.1% | +1.9% | -1.9% |
| 1Y | +16.7% | +9.6% | +7.1% | +1.5% |
| 3Y | +86.4% | +62.3% | +24.1% | -1.0% |
| 5Y | -71.5% | +170.4% | -241.9% | -92.7% |
| All | -71.5% | +166.0% | -237.5% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling