+692.1%
PHM vs ARMK
+130.7%
+561.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -4.8% | +2.8% | -7.5% | -5.9% |
| 30D | +16.5% | -1.8% | +18.3% | +16.7% |
| 3M | -2.0% | -10.9% | +8.9% | +2.1% |
| 6M | +12.7% | +21.2% | -8.6% | +2.7% |
| YTD | +11.2% | +47.0% | -35.9% | -6.6% |
| 1Y | +7.7% | +42.9% | -35.1% | -8.4% |
| 3Y | +60.9% | +95.0% | -34.1% | +17.2% |
| 5Y | +167.7% | +106.2% | +61.5% | +88.2% |
| 10Y | +692.1% | +131.6% | +560.5% | +391.7% |
| All | +692.1% | +130.7% | +561.4% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling