+359.1%
PCAR vs PHM
+540.0%
-181.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.6% |
| 7D | 0.0% | -2.5% | +2.5% | +0.8% |
| 30D | -7.7% | -9.7% | +1.9% | -4.8% |
| 3M | +3.7% | +2.2% | +1.5% | +2.6% |
| 6M | +2.3% | -5.7% | +8.0% | +3.7% |
| YTD | +12.8% | +2.8% | +10.0% | +11.1% |
| 1Y | +27.8% | -14.4% | +42.2% | +33.1% |
| 3Y | +61.8% | +52.2% | +9.6% | +38.5% |
| 5Y | +168.2% | +154.3% | +13.9% | +90.7% |
| 10Y | +359.1% | +545.9% | -186.8% | +129.4% |
| All | +359.1% | +540.0% | -181.0% | +129.4% |
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