+14.6%
PHM vs COO
-7.7%
+22.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.9% | +1.3% | +4.4% |
| 7D | +13.6% | +8.4% | +5.1% | +9.6% |
| 30D | +19.3% | +13.5% | +5.8% | +13.1% |
| 3M | +3.5% | -13.8% | +17.2% | +11.0% |
| 6M | +18.6% | +4.7% | +13.9% | +15.2% |
| YTD | +16.7% | -21.4% | +38.1% | +30.9% |
| 1Y | +14.6% | -6.7% | +21.4% | +13.0% |
| All | +14.6% | -7.7% | +22.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling