+3,168.2%
MAR vs PHM
+2,758.5%
+409.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +1.6% | -4.1% | +5.7% | +3.0% |
| 30D | +13.8% | +16.1% | -2.3% | +7.7% |
| 3M | +20.3% | -2.5% | +22.8% | +20.7% |
| 6M | +21.3% | +12.9% | +8.4% | +15.1% |
| YTD | +37.2% | +9.0% | +28.2% | +31.6% |
| 1Y | +48.4% | +8.2% | +40.3% | +42.6% |
| 3Y | +120.1% | +58.4% | +61.7% | +79.9% |
| 5Y | +182.1% | +159.2% | +22.9% | +89.3% |
| 10Y | +530.2% | +676.9% | -146.6% | +177.5% |
| All | +3,168.2% | +2,758.5% | +409.7% | +620.7% |
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 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