+32.6%
XYZ vs PHM
+14.7%
+17.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.4% |
| 7D | +14.9% | +3.5% | +11.4% | +13.1% |
| 30D | +14.7% | +21.2% | -6.5% | +6.0% |
| 3M | +12.1% | +2.5% | +9.6% | +10.5% |
| 6M | +18.3% | +16.1% | +2.2% | +11.6% |
| YTD | +36.1% | +16.6% | +19.4% | +26.6% |
| All | +32.6% | +14.7% | +17.9% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling