+220.4%
W vs PHM
+677.6%
-457.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.4% |
| 7D | -7.4% | -4.8% | -2.6% | -3.3% |
| 30D | +7.8% | +16.5% | -8.7% | -6.1% |
| 3M | +10.9% | -2.0% | +12.9% | +12.1% |
| 6M | +86.4% | +12.7% | +73.8% | +69.3% |
| YTD | +14.0% | +11.2% | +2.8% | +2.7% |
| 1Y | +3.5% | +7.7% | -4.2% | -4.6% |
| 3Y | +164.8% | +60.9% | +103.9% | +80.1% |
| 5Y | -53.1% | +167.7% | -220.8% | -78.2% |
| 10Y | +220.4% | +692.1% | -471.6% | -29.5% |
| All | +220.4% | +677.6% | -457.2% | -29.5% |
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 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