+124.8%
XRT vs PHM
+545.0%
-420.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -2.4% | -3.9% | +1.4% | -0.7% |
| 30D | -6.9% | -8.6% | +1.6% | -3.3% |
| 3M | -0.4% | -2.9% | +2.5% | +0.5% |
| 6M | +2.2% | -5.7% | +7.9% | +4.1% |
| YTD | -0.7% | +1.9% | -2.5% | -2.7% |
| 1Y | -2.0% | -12.3% | +10.3% | +2.3% |
| 3Y | +41.0% | +50.8% | -9.7% | +12.2% |
| 5Y | -3.3% | +157.3% | -160.6% | -40.8% |
| 10Y | +124.8% | +566.5% | -441.7% | -10.2% |
| All | +124.8% | +545.0% | -420.1% | -10.2% |
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