+135.9%
XLU vs PHM
+568.1%
-432.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.6% | -5.0% | +3.4% | -0.6% |
| 30D | -3.3% | -8.4% | +5.1% | -1.6% |
| 3M | -3.2% | -4.4% | +1.3% | -2.5% |
| 6M | -7.0% | -3.7% | -3.2% | -6.8% |
| YTD | +0.6% | +1.3% | -0.7% | -0.4% |
| 1Y | +2.4% | -14.0% | +16.5% | +4.7% |
| 3Y | +46.3% | +48.1% | -1.9% | +29.6% |
| 5Y | +44.0% | +158.8% | -114.8% | +9.0% |
| All | +135.9% | +568.1% | -432.2% | +44.4% |
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