+692.1%
PHM vs ARWR
+1,021.8%
-329.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -4.8% | -19.9% | +15.2% | -2.1% |
| 30D | +16.5% | -18.7% | +35.2% | +19.5% |
| 3M | -2.0% | -44.7% | +42.7% | +5.8% |
| 6M | +12.7% | -36.5% | +49.2% | +18.7% |
| YTD | +11.2% | -25.7% | +36.8% | +13.9% |
| 1Y | +7.7% | +18.9% | -11.2% | +2.7% |
| 3Y | +60.9% | +83.1% | -22.2% | +36.7% |
| 5Y | +167.7% | -34.9% | +202.6% | +148.3% |
| 10Y | +692.1% | +1,080.9% | -388.8% | +497.8% |
| All | +692.1% | +1,021.8% | -329.7% | +497.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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