+163.9%
XLE vs PHM
+746.3%
-582.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -0.1% |
| 7D | -7.9% | +3.5% | -11.4% | -8.9% |
| 30D | -4.8% | +21.2% | -26.0% | -10.0% |
| 3M | +8.4% | +2.5% | +5.9% | +7.0% |
| 6M | +12.7% | +16.1% | -3.4% | +6.5% |
| YTD | +41.3% | +16.6% | +24.7% | +32.1% |
| 1Y | +42.3% | +14.4% | +27.9% | +33.6% |
| 3Y | +65.1% | +71.9% | -6.8% | +31.4% |
| 5Y | +150.2% | +174.3% | -24.1% | +61.8% |
| 10Y | +163.9% | +744.0% | -580.1% | +23.9% |
| All | +163.9% | +746.3% | -582.4% | +23.9% |
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 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