+545.9%
PHM vs CAPR
-77.1%
+623.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -3.4% |
| 7D | -2.5% | -9.5% | +7.0% | -2.3% |
| 30D | -9.7% | +121.5% | -131.2% | -11.7% |
| 3M | +2.2% | -65.4% | +67.6% | +3.0% |
| 6M | -5.7% | -67.5% | +61.8% | -4.9% |
| YTD | +2.8% | -68.6% | +71.4% | +3.6% |
| 1Y | -14.4% | +42.7% | -57.1% | -21.4% |
| 3Y | +52.2% | +43.4% | +8.9% | +34.2% |
| 5Y | +154.3% | +86.0% | +68.2% | +118.7% |
| 10Y | +545.9% | -77.4% | +623.3% | +439.8% |
| All | +545.9% | -77.1% | +623.0% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling