+156.9%
PHM vs BR
+8.0%
+148.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -5.0% | -3.0% | -2.0% | -3.5% |
| 30D | -8.4% | -0.3% | -8.1% | -8.4% |
| 3M | -4.4% | +17.3% | -21.7% | -12.5% |
| 6M | -3.7% | -6.7% | +3.0% | -0.9% |
| YTD | +1.3% | -23.4% | +24.7% | +16.4% |
| 1Y | -14.0% | -32.7% | +18.6% | +7.0% |
| 3Y | +48.1% | -5.9% | +54.0% | +45.5% |
| All | +156.9% | +8.0% | +148.9% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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