+546.9%
PHM vs ARWR
+1,080.6%
-533.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.4% | -4.3% | -2.0% | -5.8% |
| 30D | -12.1% | -7.3% | -4.8% | -11.2% |
| 3M | -1.5% | +17.0% | -18.6% | -4.1% |
| 6M | -6.0% | +39.8% | -45.8% | -11.0% |
| YTD | -0.3% | +24.7% | -25.0% | -4.3% |
| 1Y | -13.3% | +186.5% | -199.8% | -26.6% |
| 3Y | +47.6% | +176.8% | -129.2% | +19.1% |
| 5Y | +154.7% | +29.3% | +125.4% | +117.4% |
| All | +546.9% | +1,080.6% | -533.7% | +356.9% |
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