+198.3%
W vs PHM
+757.7%
-559.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -0.6% |
| 7D | +1.1% | +2.9% | -1.9% | -0.9% |
| 30D | +6.4% | +16.5% | -10.1% | -6.2% |
| 3M | +9.0% | +0.6% | +8.3% | +7.8% |
| 6M | +69.8% | +11.6% | +58.2% | +56.9% |
| YTD | +12.1% | +12.1% | 0.0% | +1.4% |
| 1Y | 0.0% | +9.6% | -9.6% | -8.2% |
| 3Y | +160.3% | +62.3% | +98.1% | +83.7% |
| 5Y | -53.3% | +170.4% | -223.7% | -76.5% |
| 10Y | +217.0% | +683.0% | -466.0% | -15.5% |
| All | +198.3% | +757.7% | -559.4% | -38.4% |
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