+7.7%
PHM vs ARWR
+25.1%
-17.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -4.8% | -19.9% | +15.2% | -2.2% |
| 30D | +16.5% | -18.7% | +35.2% | +19.3% |
| 3M | -2.0% | -44.7% | +42.7% | +5.7% |
| 6M | +12.7% | -36.5% | +49.2% | +18.5% |
| YTD | +11.2% | -25.7% | +36.8% | +12.9% |
| 1Y | +7.7% | +18.9% | -11.2% | +3.7% |
| All | +7.7% | +25.1% | -17.4% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling