+101.9%
WMT vs PHM
+49.3%
+52.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.2% |
| 7D | 0.0% | -5.0% | +5.0% | +0.6% |
| 30D | -7.4% | -8.4% | +1.0% | -6.4% |
| 3M | -10.9% | -4.4% | -6.4% | -10.4% |
| 6M | -12.7% | -3.7% | -8.9% | -12.4% |
| YTD | -3.2% | +1.3% | -4.5% | -3.4% |
| 1Y | +5.3% | -14.0% | +19.3% | +6.4% |
| 3Y | +101.9% | +48.1% | +53.7% | +91.0% |
| All | +101.9% | +49.3% | +52.5% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling