+788.5%
XLK vs PHM
+568.1%
+220.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | +0.2% | -5.0% | +5.2% | +1.7% |
| 30D | -0.6% | -8.4% | +7.8% | +1.9% |
| 3M | +2.6% | -4.4% | +7.0% | +3.3% |
| 6M | +34.0% | -3.7% | +37.7% | +34.2% |
| YTD | +30.7% | +1.3% | +29.4% | +28.1% |
| 1Y | +39.2% | -14.0% | +53.2% | +43.1% |
| 3Y | +120.4% | +48.1% | +72.3% | +82.6% |
| 5Y | +148.8% | +158.8% | -10.0% | +66.1% |
| All | +788.5% | +568.1% | +220.3% | +356.6% |
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