+48.3%
XLE vs PHM
-6.9%
+55.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -3.2% | +5.4% | +1.9% |
| 30D | +11.8% | -6.4% | +18.2% | +11.1% |
| 3M | +9.8% | +5.5% | +4.3% | +10.0% |
| 6M | +15.6% | -5.4% | +21.0% | +17.4% |
| YTD | +45.3% | +6.6% | +38.7% | +44.9% |
| 1Y | +48.3% | -8.8% | +57.1% | +47.9% |
| All | +48.3% | -6.9% | +55.3% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling