+39.2%
XLK vs PHM
-12.7%
+51.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +0.2% | -5.0% | +5.2% | +0.6% |
| 30D | -0.6% | -8.4% | +7.8% | 0.0% |
| 3M | +2.6% | -4.4% | +7.0% | +2.6% |
| 6M | +34.0% | -3.7% | +37.7% | +32.6% |
| YTD | +30.7% | +1.3% | +29.4% | +29.0% |
| 1Y | +39.2% | -14.0% | +53.2% | +37.6% |
| All | +39.2% | -12.7% | +51.9% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling