+35.0%
XLB vs PHM
+152.6%
-117.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | -2.9% | -3.9% | +0.9% | -1.7% |
| 30D | -3.4% | -8.6% | +5.2% | -0.6% |
| 3M | +1.6% | -2.9% | +4.5% | +2.2% |
| 6M | +3.6% | -5.7% | +9.3% | +4.9% |
| YTD | +14.2% | +1.9% | +12.4% | +12.6% |
| 1Y | +15.6% | -12.3% | +27.9% | +19.2% |
| 3Y | +33.1% | +50.8% | -17.7% | +10.8% |
| 5Y | +35.0% | +157.3% | -122.2% | -11.3% |
| All | +35.0% | +152.6% | -117.5% | -11.3% |
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