+154.3%
PHM vs ARWR
+29.5%
+124.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.2% |
| 7D | -2.5% | +2.9% | -5.3% | -3.0% |
| 30D | -9.7% | -2.9% | -6.8% | -9.2% |
| 3M | +2.2% | +15.2% | -13.0% | -1.3% |
| 6M | -5.7% | +42.3% | -48.0% | -13.1% |
| YTD | +2.8% | +28.2% | -25.4% | -3.7% |
| 1Y | -14.4% | +213.2% | -227.7% | -34.4% |
| 3Y | +52.2% | +184.6% | -132.4% | +9.0% |
| 5Y | +154.3% | +29.2% | +125.0% | +95.0% |
| All | +154.3% | +29.5% | +124.7% | +95.0% |
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