+222.1%
XLE vs PHM
+162.1%
+60.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -3.2% | +5.4% | +2.6% |
| 30D | +11.8% | -6.4% | +18.2% | +12.6% |
| 3M | +9.8% | +5.5% | +4.3% | +8.5% |
| 6M | +15.6% | -5.4% | +21.0% | +15.9% |
| YTD | +45.3% | +6.6% | +38.7% | +42.5% |
| 1Y | +48.3% | -8.8% | +57.1% | +49.1% |
| 3Y | +55.4% | +54.1% | +1.3% | +40.3% |
| All | +222.1% | +162.1% | +60.0% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling