-63.9%
XYZ vs PHM
+175.2%
-239.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +3.1% |
| 7D | +12.1% | +6.2% | +5.9% | +7.8% |
| 30D | +12.4% | +17.9% | -5.6% | +0.2% |
| 3M | +8.2% | +2.5% | +5.7% | +6.0% |
| 6M | +20.7% | +10.8% | +9.9% | +11.2% |
| YTD | +31.3% | +13.7% | +17.6% | +16.1% |
| 1Y | +20.5% | +12.4% | +8.2% | +7.1% |
| 3Y | +72.6% | +65.6% | +7.0% | -4.5% |
| All | -63.9% | +175.2% | -239.1% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling