+821.1%
XLB vs PHM
+2,220.0%
-1,398.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | -4.1% | +4.7% | +1.7% |
| 30D | +5.2% | +16.1% | -11.0% | +0.8% |
| 3M | +0.3% | -2.5% | +2.8% | +0.7% |
| 6M | +1.2% | +12.9% | -11.7% | -2.6% |
| YTD | +16.6% | +9.0% | +7.6% | +12.9% |
| 1Y | +21.4% | +8.2% | +13.3% | +17.7% |
| 3Y | +43.2% | +58.4% | -15.2% | +22.7% |
| 5Y | +28.0% | +159.2% | -131.1% | -6.0% |
| 10Y | +164.8% | +676.9% | -512.1% | +38.0% |
| All | +821.1% | +2,220.0% | -1,398.9% | +157.5% |
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