+533.2%
XYZ vs PHM
+650.2%
-117.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | -3.2% | +2.2% | +1.0% |
| 30D | -1.7% | -6.4% | +4.7% | +2.2% |
| 3M | +16.7% | +5.5% | +11.3% | +12.5% |
| 6M | +26.9% | -5.4% | +32.3% | +29.8% |
| YTD | +27.1% | +6.6% | +20.6% | +20.0% |
| 1Y | +9.3% | -8.8% | +18.1% | +12.4% |
| 3Y | +42.3% | +54.1% | -11.8% | +0.7% |
| 5Y | -69.3% | +144.5% | -213.8% | -83.8% |
| 10Y | +586.8% | +569.4% | +17.4% | +110.0% |
| All | +533.2% | +650.2% | -117.0% | +64.1% |
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