+27.4%
WMT vs PHM
+16.2%
+11.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.2% | -3.7% | +1.8% |
| 7D | +8.8% | +13.6% | -4.8% | +5.8% |
| 30D | +22.9% | +19.3% | +3.6% | +18.3% |
| 3M | +16.1% | +3.5% | +12.6% | +14.8% |
| 6M | -0.5% | +18.6% | -19.1% | -4.4% |
| YTD | +16.7% | +16.7% | 0.0% | +13.3% |
| 1Y | +27.4% | +14.6% | +12.7% | +23.7% |
| All | +27.4% | +16.2% | +11.2% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling