+747.9%
PHM vs ARMK
+330.5%
+417.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -2.9% | -3.5% |
| 7D | +2.9% | -0.7% | +3.6% | +2.9% |
| 30D | +16.5% | -1.3% | +17.8% | +16.4% |
| 3M | +0.6% | -2.5% | +3.1% | +0.9% |
| 6M | +11.6% | +20.8% | -9.2% | +1.8% |
| YTD | +12.1% | +48.2% | -36.1% | -6.3% |
| 1Y | +9.6% | +45.7% | -36.1% | -7.8% |
| 3Y | +62.3% | +96.6% | -34.3% | +17.3% |
| 5Y | +170.4% | +106.6% | +63.8% | +89.2% |
| 10Y | +683.0% | +132.6% | +550.4% | +371.8% |
| All | +747.9% | +330.5% | +417.4% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling