+513.3%
XRT vs PHM
+428.5%
+84.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.8% | -3.2% | +4.0% | +2.0% |
| 30D | -4.2% | -6.4% | +2.2% | -1.9% |
| 3M | +5.1% | +5.5% | -0.4% | +2.8% |
| 6M | +2.4% | -5.4% | +7.9% | +4.0% |
| YTD | +3.2% | +6.6% | -3.4% | 0.0% |
| 1Y | +1.5% | -8.8% | +10.4% | +3.8% |
| 3Y | +40.6% | +54.1% | -13.6% | +16.8% |
| 5Y | -1.0% | +144.5% | -145.5% | -31.0% |
| 10Y | +128.4% | +569.4% | -441.0% | +6.7% |
| All | +513.3% | +428.5% | +84.8% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling