-63.7%
XYZ vs PHM
+158.6%
-222.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -1.1% | -4.1% | +3.1% | +2.0% |
| 30D | +11.5% | +16.1% | -4.6% | +0.6% |
| 3M | +1.8% | -2.5% | +4.3% | +3.4% |
| 6M | +21.2% | +12.9% | +8.3% | +10.1% |
| YTD | +29.9% | +9.0% | +20.9% | +18.3% |
| 1Y | +35.8% | +8.2% | +27.6% | +23.8% |
| 3Y | +62.6% | +58.4% | +4.1% | -7.7% |
| All | -63.7% | +158.6% | -222.3% | -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