+744.0%
PHM vs CAPR
-64.9%
+809.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.9% | +2.3% |
| 7D | +3.5% | +36.0% | -32.6% | +2.7% |
| 30D | +21.2% | +25.8% | -4.6% | +20.4% |
| 3M | +2.5% | +140.8% | -138.4% | -0.2% |
| 6M | +16.1% | -67.6% | +83.7% | +17.0% |
| YTD | +16.6% | -65.9% | +82.5% | +17.1% |
| 1Y | +14.4% | +66.1% | -51.7% | +4.7% |
| 3Y | +71.9% | +256.9% | -185.0% | +47.8% |
| 5Y | +174.3% | +172.1% | +2.2% | +133.7% |
| 10Y | +744.0% | -64.7% | +808.7% | +568.7% |
| All | +744.0% | -64.9% | +809.0% | +568.7% |
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