+31.6%
XLB vs PHM
+166.0%
-134.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +1.1% |
| 7D | +0.5% | +2.9% | -2.4% | -0.5% |
| 30D | +6.9% | +16.5% | -9.6% | +1.5% |
| 3M | -0.2% | +0.6% | -0.8% | -0.7% |
| 6M | +3.3% | +11.6% | -8.3% | -1.0% |
| YTD | +18.0% | +12.1% | +5.9% | +12.4% |
| 1Y | +24.2% | +9.6% | +14.6% | +19.0% |
| 3Y | +44.7% | +62.3% | -17.6% | +17.4% |
| 5Y | +31.6% | +170.4% | -138.8% | -16.9% |
| All | +31.6% | +166.0% | -134.5% | -16.9% |
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 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