+566.5%
PHM vs COO
+36.7%
+529.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.3% | +2.2% |
| 7D | -3.9% | -9.0% | +5.1% | +0.7% |
| 30D | -8.6% | -16.8% | +8.3% | +0.2% |
| 3M | -2.9% | -7.5% | +4.6% | +0.7% |
| 6M | -5.7% | -16.3% | +10.6% | +2.6% |
| YTD | +1.9% | -22.5% | +24.4% | +15.1% |
| 1Y | -12.3% | -7.0% | -5.3% | -10.1% |
| 3Y | +50.8% | -27.5% | +78.2% | +69.4% |
| 5Y | +157.3% | -43.3% | +200.6% | +221.3% |
| 10Y | +566.5% | +37.6% | +529.0% | +468.4% |
| All | +566.5% | +36.7% | +529.8% | +468.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling