+164.2%
XLB vs PHM
+670.5%
-506.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | -4.1% | +4.7% | +1.9% |
| 30D | +5.2% | +16.1% | -11.0% | -0.2% |
| 3M | +0.3% | -2.5% | +2.8% | +0.8% |
| 6M | +1.2% | +12.9% | -11.7% | -3.5% |
| YTD | +16.6% | +9.0% | +7.6% | +12.0% |
| 1Y | +21.4% | +8.2% | +13.3% | +16.7% |
| 3Y | +43.2% | +58.4% | -15.2% | +17.6% |
| 5Y | +28.0% | +159.2% | -131.1% | -14.1% |
| All | +164.2% | +670.5% | -506.4% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling