-53.4%
W vs PHM
+180.8%
-234.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +1.7% |
| 7D | +3.3% | +3.5% | -0.2% | -0.4% |
| 30D | +10.5% | +21.2% | -10.7% | -11.7% |
| 3M | +9.6% | +2.5% | +7.2% | +5.5% |
| 6M | +76.4% | +16.1% | +60.3% | +49.3% |
| YTD | +16.4% | +16.6% | -0.2% | -5.5% |
| 1Y | +9.3% | +14.4% | -5.1% | -10.1% |
| 3Y | +172.8% | +71.9% | +100.9% | +33.9% |
| 5Y | -53.4% | +174.3% | -227.7% | -89.4% |
| All | -53.4% | +180.8% | -234.2% | -89.4% |
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 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