+389.1%
PHM vs CAPR
-99.1%
+488.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.9% | +6.1% | -3.7% |
| 7D | +2.9% | +7.6% | -4.7% | +2.8% |
| 30D | +16.5% | +13.3% | +3.2% | +16.2% |
| 3M | +0.6% | +130.4% | -129.7% | -1.1% |
| 6M | +11.6% | -70.8% | +82.4% | +12.4% |
| YTD | +12.1% | -69.3% | +81.4% | +12.6% |
| 1Y | +9.6% | +59.5% | -49.9% | +3.4% |
| 3Y | +62.3% | +216.8% | -154.5% | +48.5% |
| 5Y | +170.4% | +152.7% | +17.7% | +146.2% |
| 10Y | +683.0% | -68.2% | +751.2% | +587.2% |
| All | +389.1% | -99.1% | +488.3% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling