+285.9%
PCAR vs PHM
+669.9%
-384.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | +2.1% | -6.1% | +8.2% | +4.1% |
| 30D | -1.2% | +13.7% | -14.9% | -5.4% |
| 3M | -18.6% | -1.5% | -17.1% | -18.5% |
| 6M | -5.1% | +11.3% | -16.3% | -8.8% |
| YTD | -1.8% | +8.9% | -10.7% | -5.2% |
| 1Y | +10.6% | +6.1% | +4.5% | +7.6% |
| 3Y | +34.9% | +57.7% | -22.8% | +14.2% |
| 5Y | +114.0% | +159.0% | -45.0% | +51.4% |
| All | +285.9% | +669.9% | -384.0% | +92.3% |
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 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