+580.0%
XYZ vs PHM
+540.0%
+39.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -1.2% |
| 7D | +2.9% | -2.5% | +5.3% | +4.4% |
| 30D | +1.4% | -9.7% | +11.0% | +7.6% |
| 3M | +14.6% | +2.2% | +12.3% | +12.5% |
| 6M | +20.8% | -5.7% | +26.4% | +23.9% |
| YTD | +23.1% | +2.8% | +20.2% | +18.6% |
| 1Y | +5.6% | -14.4% | +20.1% | +12.9% |
| 3Y | +50.9% | +52.2% | -1.3% | +7.3% |
| 5Y | -68.6% | +154.3% | -222.8% | -83.9% |
| 10Y | +580.0% | +545.9% | +34.1% | +137.6% |
| All | +580.0% | +540.0% | +39.9% | +137.6% |
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