+832.0%
XLB vs PHM
+2,285.5%
-1,453.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.9% |
| 7D | +0.5% | +2.9% | -2.4% | -0.3% |
| 30D | +6.9% | +16.5% | -9.6% | +2.4% |
| 3M | -0.2% | +0.6% | -0.8% | -0.6% |
| 6M | +3.3% | +11.6% | -8.3% | -0.3% |
| YTD | +18.0% | +12.1% | +5.9% | +13.4% |
| 1Y | +24.2% | +9.6% | +14.6% | +20.0% |
| 3Y | +44.7% | +62.3% | -17.6% | +23.2% |
| 5Y | +31.6% | +170.4% | -138.8% | -4.5% |
| 10Y | +164.2% | +683.0% | -518.8% | +37.4% |
| All | +832.0% | +2,285.5% | -1,453.5% | +158.6% |
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