+8,919.3%
WMT vs PHM
+11,050.0%
-2,130.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.5% |
| 7D | +0.1% | -2.5% | +2.6% | +0.5% |
| 30D | -5.0% | -9.7% | +4.7% | -3.4% |
| 3M | -11.3% | +2.2% | -13.5% | -11.8% |
| 6M | -13.8% | -5.7% | -8.1% | -13.3% |
| YTD | -4.2% | +2.8% | -7.0% | -5.1% |
| 1Y | +4.6% | -14.4% | +19.0% | +6.5% |
| 3Y | +100.5% | +52.2% | +48.3% | +82.8% |
| 5Y | +129.7% | +154.3% | -24.6% | +89.0% |
| 10Y | +423.4% | +545.9% | -122.4% | +249.0% |
| All | +8,919.3% | +11,050.0% | -2,130.8% | +2,005.9% |
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