+42.0%
XLP vs PHM
+175.2%
-133.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | +0.7% | +6.2% | -5.5% | -0.3% |
| 30D | +10.3% | +17.9% | -7.7% | +7.3% |
| 3M | +6.5% | +2.5% | +4.0% | +5.9% |
| 6M | +8.4% | +10.8% | -2.4% | +6.2% |
| YTD | +18.2% | +13.7% | +4.5% | +15.1% |
| 1Y | +22.4% | +12.4% | +10.1% | +19.4% |
| 3Y | +41.9% | +65.6% | -23.7% | +26.6% |
| All | +42.0% | +175.2% | -133.2% | +9.5% |
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