+141.3%
XRT vs PHM
+684.3%
-542.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.3% |
| 7D | +4.1% | +2.9% | +1.2% | +2.8% |
| 30D | +9.9% | +16.5% | -6.6% | +2.7% |
| 3M | +2.3% | +0.6% | +1.6% | +1.7% |
| 6M | +9.6% | +11.6% | -2.0% | +3.7% |
| YTD | +9.1% | +12.1% | -3.0% | +2.3% |
| 1Y | +16.2% | +9.6% | +6.6% | +9.9% |
| 3Y | +60.1% | +62.3% | -2.2% | +23.3% |
| 5Y | -0.5% | +170.4% | -170.9% | -40.7% |
| All | +141.3% | +684.3% | -542.9% | -10.4% |
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