+12,304.7%
PCAR vs PHM
+12,230.3%
+74.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.8% |
| 7D | +0.1% | +6.2% | -6.1% | -1.8% |
| 30D | -4.6% | +17.9% | -22.5% | -9.4% |
| 3M | -22.6% | +2.5% | -25.1% | -23.4% |
| 6M | -12.0% | +10.8% | -22.8% | -15.1% |
| YTD | -6.1% | +13.7% | -19.8% | -10.4% |
| 1Y | +6.3% | +12.4% | -6.0% | +1.8% |
| 3Y | +31.8% | +65.6% | -33.9% | +10.4% |
| 5Y | +104.2% | +175.3% | -71.2% | +42.8% |
| 10Y | +302.9% | +713.9% | -411.0% | +88.7% |
| All | +12,304.7% | +12,230.3% | +74.4% | +2,212.5% |
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