+105.5%
V vs PHM
+180.8%
-75.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.7% |
| 7D | -0.8% | +3.5% | -4.3% | -1.6% |
| 30D | +9.5% | +21.2% | -11.7% | +4.9% |
| 3M | +16.7% | +2.5% | +14.2% | +15.8% |
| 6M | +32.9% | +16.1% | +16.9% | +27.9% |
| YTD | +21.1% | +16.6% | +4.5% | +15.5% |
| 1Y | +26.6% | +14.4% | +12.2% | +21.2% |
| 3Y | +78.4% | +71.9% | +6.5% | +46.5% |
| 5Y | +105.5% | +174.3% | -68.9% | +33.5% |
| All | +105.5% | +180.8% | -75.4% | +33.5% |
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