-58.7%
ZTS vs PHM
+52.3%
-111.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.6% | -1.9% |
| 7D | -4.8% | -2.5% | -2.3% | -4.0% |
| 30D | +1.2% | -9.7% | +10.9% | +4.4% |
| 3M | -6.0% | +2.2% | -8.2% | -7.1% |
| 6M | -38.7% | -5.7% | -33.1% | -38.0% |
| YTD | -40.6% | +2.8% | -43.5% | -41.5% |
| 1Y | -50.6% | -14.4% | -36.2% | -49.0% |
| 3Y | -58.7% | +52.2% | -111.0% | -64.1% |
| All | -58.7% | +52.3% | -111.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling