+181.3%
XLE vs PHM
+545.0%
-363.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | +0.3% | -3.9% | +4.2% | +1.4% |
| 30D | +8.5% | -8.6% | +17.1% | +11.0% |
| 3M | +14.6% | -2.9% | +17.6% | +14.5% |
| 6M | +17.6% | -5.7% | +23.3% | +17.6% |
| YTD | +48.1% | +1.9% | +46.2% | +44.3% |
| 1Y | +53.8% | -12.3% | +66.1% | +56.2% |
| 3Y | +56.2% | +50.8% | +5.4% | +28.9% |
| 5Y | +227.7% | +157.3% | +70.4% | +114.5% |
| 10Y | +181.3% | +566.5% | -385.2% | +34.5% |
| All | +181.3% | +545.0% | -363.7% | +34.5% |
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