+820.5%
XLB vs PHM
+2,168.2%
-1,347.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | -3.2% | +1.8% | -0.5% |
| 30D | -0.4% | -6.4% | +6.1% | +1.4% |
| 3M | +2.0% | +5.5% | -3.5% | +0.2% |
| 6M | +1.8% | -5.4% | +7.3% | +2.9% |
| YTD | +16.6% | +6.6% | +10.0% | +13.8% |
| 1Y | +16.9% | -8.8% | +25.8% | +18.8% |
| 3Y | +32.6% | +54.1% | -21.6% | +14.5% |
| 5Y | +35.6% | +144.5% | -108.8% | +1.2% |
| 10Y | +160.0% | +569.4% | -409.4% | +41.0% |
| All | +820.5% | +2,168.2% | -1,347.7% | +159.6% |
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