+143.7%
XLC vs PHM
+336.1%
-192.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +0.5% | -5.0% | +5.5% | +1.9% |
| 30D | +2.1% | -8.4% | +10.6% | +4.5% |
| 3M | +0.7% | -4.4% | +5.1% | +1.6% |
| 6M | -3.2% | -3.7% | +0.5% | -2.9% |
| YTD | -3.8% | +1.3% | -5.1% | -5.2% |
| 1Y | -2.0% | -14.0% | +12.0% | +0.7% |
| 3Y | +71.4% | +48.1% | +23.2% | +45.3% |
| 5Y | +40.7% | +158.8% | -118.1% | -1.6% |
| All | +143.7% | +336.1% | -192.4% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling