+70.0%
XLE vs PHM
+59.3%
+10.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | -4.1% | +9.6% | +5.7% |
| 30D | -3.9% | +16.1% | -20.1% | -5.2% |
| 3M | +7.0% | -2.5% | +9.5% | +7.1% |
| 6M | +14.2% | +12.9% | +1.3% | +11.9% |
| YTD | +48.2% | +9.0% | +39.2% | +45.1% |
| 1Y | +47.7% | +8.2% | +39.5% | +44.7% |
| 3Y | +70.0% | +58.4% | +11.6% | +48.7% |
| All | +70.0% | +59.3% | +10.7% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling