+159.2%
W vs PHM
+571.9%
-412.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | +5.9% | -3.9% | +9.8% | +9.5% |
| 30D | -3.0% | -8.6% | +5.5% | +4.7% |
| 3M | +40.3% | -2.9% | +43.3% | +45.1% |
| 6M | +32.2% | -5.7% | +37.9% | +40.2% |
| YTD | -0.3% | +1.9% | -2.1% | -2.5% |
| 1Y | +16.2% | -12.3% | +28.5% | +28.7% |
| 3Y | +40.7% | +50.8% | -10.0% | +2.5% |
| 5Y | -62.3% | +157.3% | -219.6% | -81.5% |
| All | +159.2% | +571.9% | -412.7% | -37.4% |
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 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