+57.3%
PHM vs CAPR
+56.4%
+0.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -3.2% | -2.0% | -1.2% | -3.2% |
| 30D | -6.4% | +139.2% | -145.6% | -7.8% |
| 3M | +5.5% | -66.4% | +71.9% | +6.1% |
| 6M | -5.4% | -63.1% | +57.7% | -5.1% |
| YTD | +6.6% | -67.4% | +74.0% | +7.0% |
| 1Y | -8.8% | +58.2% | -67.1% | -14.0% |
| All | +57.3% | +56.4% | +0.9% | +34.9% |
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