+293.0%
PCAR vs PHM
+746.3%
-453.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.9% |
| 7D | +2.9% | +3.5% | -0.6% | +1.8% |
| 30D | -2.1% | +21.2% | -23.3% | -8.2% |
| 3M | -20.4% | +2.5% | -22.8% | -21.2% |
| 6M | -7.0% | +16.1% | -23.1% | -11.8% |
| YTD | -2.6% | +16.6% | -19.3% | -8.1% |
| 1Y | +9.8% | +14.4% | -4.7% | +4.2% |
| 3Y | +37.3% | +71.9% | -34.6% | +13.0% |
| 5Y | +116.4% | +174.3% | -57.9% | +50.1% |
| 10Y | +293.0% | +744.0% | -451.1% | +81.7% |
| All | +293.0% | +746.3% | -453.4% | +81.7% |
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 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