+514.0%
PHM vs ACM
+252.7%
+261.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.2% |
| 7D | +2.9% | +6.6% | -3.7% | -0.8% |
| 30D | +16.5% | +19.8% | -3.3% | +5.0% |
| 3M | +0.6% | -3.1% | +3.8% | +1.5% |
| 6M | +11.6% | -11.5% | +23.1% | +17.5% |
| YTD | +12.1% | -24.7% | +36.8% | +27.9% |
| 1Y | +9.6% | -45.1% | +54.7% | +49.4% |
| 3Y | +62.3% | -8.9% | +71.1% | +61.0% |
| 5Y | +170.4% | +5.4% | +165.0% | +143.4% |
| 10Y | +683.0% | +131.1% | +551.9% | +297.2% |
| All | +514.0% | +252.7% | +261.2% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling