-62.4%
ZTS vs PHM
+152.6%
-214.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -3.8% | -3.9% | +0.1% | -2.5% |
| 30D | -2.0% | -8.6% | +6.5% | +1.0% |
| 3M | -10.2% | -2.9% | -7.3% | -9.8% |
| 6M | -39.4% | -5.7% | -33.7% | -38.5% |
| YTD | -40.8% | +1.9% | -42.7% | -41.7% |
| 1Y | -50.1% | -12.3% | -37.8% | -48.5% |
| 3Y | -58.9% | +50.8% | -109.7% | -66.1% |
| 5Y | -62.4% | +157.3% | -219.7% | -75.3% |
| All | -62.4% | +152.6% | -214.9% | -75.3% |
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