+454.5%
V vs PHM
+709.0%
-254.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.3% |
| 7D | +0.6% | +2.9% | -2.3% | -0.3% |
| 30D | +9.7% | +16.5% | -6.7% | +5.0% |
| 3M | +17.3% | +0.6% | +16.6% | +16.7% |
| 6M | +33.2% | +11.6% | +21.6% | +28.2% |
| YTD | +21.3% | +12.1% | +9.2% | +15.6% |
| 1Y | +27.3% | +9.6% | +17.7% | +21.9% |
| 3Y | +76.1% | +62.3% | +13.8% | +43.7% |
| 5Y | +103.5% | +170.4% | -66.9% | +35.3% |
| 10Y | +454.5% | +683.0% | -228.5% | +156.9% |
| All | +454.5% | +709.0% | -254.5% | +156.9% |
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