+61.5%
PHM vs ARWR
+85.8%
-24.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | -4.8% | -19.9% | +15.2% | -1.9% |
| 30D | +16.5% | -18.7% | +35.2% | +19.7% |
| 3M | -2.0% | -44.7% | +42.7% | +6.5% |
| 6M | +12.7% | -36.5% | +49.2% | +19.2% |
| YTD | +11.2% | -25.7% | +36.8% | +14.0% |
| 1Y | +7.7% | +18.9% | -11.2% | +1.8% |
| All | +61.5% | +85.8% | -24.2% | +33.7% |
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 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