+103.1%
XLP vs PHM
+572.0%
-468.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -0.9% | -6.4% | +5.6% | +0.2% |
| 3M | +3.8% | +5.5% | -1.7% | +2.6% |
| 6M | -1.7% | -5.4% | +3.7% | -1.2% |
| YTD | +10.3% | +6.6% | +3.7% | +8.5% |
| 1Y | +7.8% | -8.8% | +16.6% | +8.7% |
| 3Y | +27.2% | +54.1% | -26.9% | +14.5% |
| 5Y | +32.5% | +144.5% | -111.9% | +6.8% |
| All | +103.1% | +572.0% | -468.9% | +39.1% |
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