+58.4%
PHM vs CAPR
+239.1%
-180.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.2% |
| 7D | -4.1% | +5.9% | -10.0% | -4.3% |
| 30D | +16.1% | +44.6% | -28.5% | +15.4% |
| 3M | -2.5% | +126.4% | -128.9% | -4.0% |
| 6M | +12.9% | -68.6% | +81.5% | +13.4% |
| YTD | +9.0% | -67.0% | +76.0% | +9.3% |
| 1Y | +8.2% | +65.2% | -57.0% | +2.2% |
| 3Y | +58.4% | +235.6% | -177.1% | +28.5% |
| All | +58.4% | +239.1% | -180.7% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling