-68.3%
U vs PHM
+152.6%
-220.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | +0.2% |
| 7D | +4.4% | -3.9% | +8.2% | +7.1% |
| 30D | -1.3% | -8.6% | +7.3% | +4.6% |
| 3M | +49.6% | -2.9% | +52.5% | +50.0% |
| 6M | +100.2% | -5.7% | +105.9% | +101.8% |
| YTD | -3.7% | +1.9% | -5.5% | -10.5% |
| 1Y | -6.5% | -12.3% | +5.8% | -3.4% |
| 3Y | +12.9% | +50.8% | -37.9% | -36.3% |
| 5Y | -68.3% | +157.3% | -225.6% | -91.2% |
| All | -68.3% | +152.6% | -220.8% | -91.2% |
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