+215.2%
XLY vs PHM
+568.1%
-352.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | -1.7% | -5.0% | +3.3% | +0.1% |
| 30D | -4.2% | -8.4% | +4.3% | -1.2% |
| 3M | -2.7% | -4.4% | +1.7% | -1.5% |
| 6M | -0.6% | -3.7% | +3.1% | 0.0% |
| YTD | -5.0% | +1.3% | -6.3% | -6.5% |
| 1Y | -4.1% | -14.0% | +9.9% | -0.2% |
| 3Y | +33.6% | +48.1% | -14.5% | +10.4% |
| 5Y | +28.7% | +158.8% | -130.1% | -15.3% |
| All | +215.2% | +568.1% | -352.9% | +51.7% |
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