+172.3%
PCAR vs PHM
+145.9%
+26.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -3.2% | +2.7% | +0.6% |
| 30D | -6.2% | -6.4% | +0.2% | -4.2% |
| 3M | +5.9% | +5.5% | +0.4% | +3.6% |
| 6M | +0.4% | -5.4% | +5.8% | +1.7% |
| YTD | +14.8% | +6.6% | +8.2% | +11.6% |
| 1Y | +30.1% | -8.8% | +38.9% | +32.8% |
| 3Y | +66.7% | +54.1% | +12.5% | +41.5% |
| All | +172.3% | +145.9% | +26.3% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling