+205.7%
ZTS vs PHM
+618.8%
-413.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | -4.1% | +9.7% | +6.9% |
| 30D | +12.1% | +16.1% | -4.1% | +7.3% |
| 3M | +11.3% | -2.5% | +13.8% | +12.0% |
| 6M | +14.3% | +12.9% | +1.4% | +9.8% |
| YTD | -31.9% | +9.0% | -40.9% | -34.0% |
| 1Y | -29.3% | +8.2% | -37.4% | -31.3% |
| 3Y | -48.0% | +58.4% | -106.5% | -55.9% |
| 5Y | -58.9% | +159.2% | -218.1% | -70.4% |
| 10Y | +81.7% | +676.9% | -595.2% | -6.7% |
| All | +205.7% | +618.8% | -413.1% | +56.3% |
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 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