+57.3%
PHM vs ARWR
+197.7%
-140.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.2% | +1.7% | -4.9% | -3.5% |
| 30D | -6.4% | -0.7% | -5.8% | -6.4% |
| 3M | +5.5% | +14.9% | -9.4% | +2.6% |
| 6M | -5.4% | +32.6% | -38.1% | -10.6% |
| YTD | +6.6% | +30.0% | -23.5% | +0.8% |
| 1Y | -8.8% | +208.4% | -217.2% | -26.3% |
| All | +57.3% | +197.7% | -140.5% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling