+12,741.4%
PCAR vs PHM
+12,054.4%
+686.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +1.0% |
| 7D | +3.5% | +2.9% | +0.5% | +2.6% |
| 30D | -2.3% | +16.5% | -18.8% | -6.9% |
| 3M | -19.3% | +0.6% | -20.0% | -19.8% |
| 6M | -7.1% | +11.6% | -18.7% | -10.6% |
| YTD | -2.8% | +12.1% | -14.9% | -6.8% |
| 1Y | +9.3% | +9.6% | -0.3% | +5.4% |
| 3Y | +33.5% | +62.3% | -28.8% | +12.5% |
| 5Y | +112.6% | +170.4% | -57.8% | +49.6% |
| 10Y | +276.9% | +683.0% | -406.1% | +78.6% |
| All | +12,741.4% | +12,054.4% | +686.9% | +2,304.0% |
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