+131.4%
WMT vs PHM
+149.8%
-18.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -2.5% | -6.4% | +3.9% | -1.6% |
| 30D | -6.4% | -12.1% | +5.7% | -4.8% |
| 3M | -12.1% | -1.5% | -10.6% | -12.0% |
| 6M | -15.0% | -6.0% | -8.9% | -14.5% |
| YTD | -4.5% | -0.3% | -4.2% | -4.7% |
| 1Y | +6.2% | -13.3% | +19.5% | +7.7% |
| 3Y | +99.9% | +47.6% | +52.3% | +83.8% |
| 5Y | +131.4% | +154.7% | -23.3% | +88.4% |
| All | +131.4% | +149.8% | -18.4% | +88.4% |
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