+168.1%
XLB vs PHM
+685.6%
-517.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | -1.6% | -4.8% | +3.1% | -0.1% |
| 30D | +7.2% | +16.5% | -9.3% | +1.7% |
| 3M | 0.0% | -2.0% | +2.0% | +0.3% |
| 6M | +2.3% | +12.7% | -10.4% | -2.3% |
| YTD | +18.4% | +11.2% | +7.3% | +13.0% |
| 1Y | +23.3% | +7.7% | +15.6% | +18.7% |
| 3Y | +45.2% | +60.9% | -15.7% | +18.6% |
| 5Y | +31.0% | +167.7% | -136.8% | -13.1% |
| All | +168.1% | +685.6% | -517.5% | +23.0% |
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 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