+2,926.4%
V vs PHM
+1,033.0%
+1,893.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | -3.2% | +1.5% | -0.8% |
| 30D | +2.0% | -6.4% | +8.4% | +3.7% |
| 3M | +17.4% | +5.5% | +11.9% | +15.2% |
| 6M | +17.5% | -5.4% | +22.9% | +18.3% |
| YTD | +7.6% | +6.6% | +1.0% | +4.4% |
| 1Y | +7.7% | -8.8% | +16.6% | +8.8% |
| 3Y | +54.7% | +54.1% | +0.5% | +30.3% |
| 5Y | +73.0% | +144.5% | -71.4% | +24.0% |
| 10Y | +390.9% | +569.4% | -178.6% | +146.9% |
| All | +2,926.4% | +1,033.0% | +1,893.5% | +918.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling