+55.5%
ZTS vs PHM
+557.7%
-502.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -4.5% | -6.4% | +1.9% | -2.5% |
| 30D | -3.3% | -12.1% | +8.8% | +0.7% |
| 3M | -9.7% | -1.5% | -8.2% | -9.7% |
| 6M | -38.8% | -6.0% | -32.8% | -37.9% |
| YTD | -41.2% | -0.3% | -40.9% | -41.5% |
| 1Y | -50.3% | -13.3% | -37.0% | -48.6% |
| 3Y | -59.1% | +47.6% | -106.7% | -65.1% |
| 5Y | -62.8% | +154.7% | -217.5% | -73.9% |
| All | +55.5% | +557.7% | -502.2% | -16.7% |
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 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