+65.0%
XLF vs PHM
+149.8%
-84.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -2.9% | -6.4% | +3.5% | -1.3% |
| 30D | -1.6% | -12.1% | +10.5% | +1.4% |
| 3M | +9.3% | -1.5% | +10.8% | +9.2% |
| 6M | +14.6% | -6.0% | +20.6% | +15.5% |
| YTD | +4.7% | -0.3% | +5.0% | +3.6% |
| 1Y | +8.6% | -13.3% | +22.0% | +11.1% |
| 3Y | +73.9% | +47.6% | +26.3% | +47.5% |
| 5Y | +65.0% | +154.7% | -89.7% | +10.4% |
| All | +65.0% | +149.8% | -84.8% | +10.4% |
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