+167.7%
PHM vs ARWR
-36.3%
+204.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | -4.8% | -19.9% | +15.2% | -1.0% |
| 30D | +16.5% | -18.7% | +35.2% | +20.7% |
| 3M | -2.0% | -44.7% | +42.7% | +9.1% |
| 6M | +12.7% | -36.5% | +49.2% | +21.1% |
| YTD | +11.2% | -25.7% | +36.8% | +14.7% |
| 1Y | +7.7% | +18.9% | -11.2% | -0.2% |
| 3Y | +60.9% | +83.1% | -22.2% | +23.7% |
| 5Y | +167.7% | -34.9% | +202.6% | +130.2% |
| All | +167.7% | -36.3% | +204.0% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling