+89.2%
USB vs PHM
+746.3%
-657.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +1.7% |
| 7D | +0.8% | +3.5% | -2.7% | -0.5% |
| 30D | +6.8% | +21.2% | -14.4% | -0.2% |
| 3M | -3.8% | +2.5% | -6.2% | -5.0% |
| 6M | +11.7% | +16.1% | -4.4% | +5.3% |
| YTD | +17.5% | +16.6% | +0.9% | +9.7% |
| 1Y | +33.8% | +14.4% | +19.3% | +25.7% |
| 3Y | +104.2% | +71.9% | +32.4% | +62.7% |
| 5Y | +26.4% | +174.3% | -147.9% | -17.0% |
| 10Y | +89.2% | +744.0% | -654.8% | -14.7% |
| All | +89.2% | +746.3% | -657.1% | -14.7% |
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 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