+706.2%
PHM vs ARMK
+350.8%
+355.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -3.2% | -2.4% | -0.8% | -2.2% |
| 30D | -6.4% | 0.0% | -6.5% | -6.6% |
| 3M | +5.5% | +6.7% | -1.2% | +2.5% |
| 6M | -5.4% | +38.8% | -44.3% | -18.1% |
| YTD | +6.6% | +55.2% | -48.6% | -12.1% |
| 1Y | -8.8% | +46.6% | -55.5% | -23.1% |
| 3Y | +54.1% | +112.9% | -58.8% | +8.4% |
| 5Y | +144.5% | +144.0% | +0.5% | +60.4% |
| 10Y | +569.4% | +132.4% | +437.0% | +306.7% |
| All | +706.2% | +350.8% | +355.4% | +302.4% |
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