-62.1%
W vs PHM
+152.9%
-215.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +4.5% |
| 7D | +6.5% | -2.5% | +9.0% | +9.4% |
| 30D | -6.2% | -9.7% | +3.4% | +4.9% |
| 3M | +48.9% | +2.2% | +46.7% | +46.0% |
| 6M | +31.2% | -5.7% | +36.9% | +40.2% |
| YTD | -0.4% | +2.8% | -3.3% | -5.8% |
| 1Y | +14.8% | -14.4% | +29.2% | +33.0% |
| 3Y | +40.5% | +52.2% | -11.7% | -18.9% |
| 5Y | -62.1% | +154.3% | -216.4% | -89.6% |
| All | -62.1% | +152.9% | -215.0% | -89.6% |
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