+154.3%
PHM vs ACM
+4.8%
+149.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | -2.5% | -0.3% | -2.2% | -2.3% |
| 30D | -9.7% | -12.9% | +3.3% | -3.9% |
| 3M | +2.2% | -6.4% | +8.6% | +4.7% |
| 6M | -5.7% | -29.2% | +23.5% | +10.8% |
| YTD | +2.8% | -29.9% | +32.8% | +19.8% |
| 1Y | -14.4% | -47.3% | +32.8% | +16.1% |
| 3Y | +52.2% | -19.6% | +71.8% | +54.6% |
| 5Y | +154.3% | +5.5% | +148.7% | +122.3% |
| All | +154.3% | +4.8% | +149.5% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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