+135.4%
XLP vs PHM
+709.0%
-573.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.8% |
| 7D | +2.3% | +2.9% | -0.6% | +1.8% |
| 30D | +9.1% | +16.5% | -7.4% | +6.1% |
| 3M | +7.9% | +0.6% | +7.2% | +7.5% |
| 6M | +9.6% | +11.6% | -2.0% | +7.1% |
| YTD | +19.4% | +12.1% | +7.3% | +16.3% |
| 1Y | +22.4% | +9.6% | +12.8% | +19.5% |
| 3Y | +43.2% | +62.3% | -19.1% | +27.7% |
| 5Y | +42.6% | +170.4% | -127.8% | +12.8% |
| 10Y | +135.4% | +683.0% | -547.6% | +55.4% |
| All | +135.4% | +709.0% | -573.5% | +55.4% |
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 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