+169.4%
XLV vs PHM
+568.1%
-398.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -3.6% | -5.0% | +1.4% | -2.6% |
| 30D | -1.8% | -8.4% | +6.6% | -0.1% |
| 3M | +7.8% | -4.4% | +12.2% | +8.5% |
| 6M | +9.1% | -3.7% | +12.8% | +9.5% |
| YTD | +7.7% | +1.3% | +6.5% | +6.7% |
| 1Y | +20.4% | -14.0% | +34.5% | +23.1% |
| 3Y | +30.8% | +48.1% | -17.4% | +17.0% |
| 5Y | +34.6% | +158.8% | -124.1% | +4.2% |
| All | +169.4% | +568.1% | -398.7% | +70.5% |
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 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