+3,356.3%
PHM vs ARWR
-97.0%
+3,453.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.2% | +1.7% | -4.9% | -3.2% |
| 30D | -6.4% | -0.7% | -5.8% | -6.4% |
| 3M | +5.5% | +14.9% | -9.4% | +5.4% |
| 6M | -5.4% | +32.6% | -38.1% | -5.6% |
| YTD | +6.6% | +30.0% | -23.5% | +6.4% |
| 1Y | -8.8% | +208.4% | -217.2% | -9.5% |
| 3Y | +54.1% | +208.8% | -154.7% | +52.8% |
| 5Y | +144.5% | +27.8% | +116.7% | +143.0% |
| 10Y | +569.4% | +1,107.6% | -538.1% | +559.5% |
| All | +3,356.3% | -97.0% | +3,453.3% | +3,662.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling