+483.8%
PHM vs ACM
+230.8%
+253.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.2% | -3.7% | +0.6% | -1.0% |
| 30D | -6.4% | -11.1% | +4.7% | -0.8% |
| 3M | +5.5% | -8.0% | +13.5% | +9.5% |
| 6M | -5.4% | -29.7% | +24.2% | +13.8% |
| YTD | +6.6% | -29.4% | +36.0% | +26.3% |
| 1Y | -8.8% | -46.4% | +37.6% | +25.7% |
| 3Y | +54.1% | -22.3% | +76.5% | +68.1% |
| 5Y | +144.5% | +4.5% | +140.0% | +119.9% |
| 10Y | +569.4% | +127.6% | +441.8% | +239.1% |
| All | +483.8% | +230.8% | +253.0% | +106.0% |
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