+71.9%
PHM vs COO
-23.3%
+95.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +1.5% |
| 7D | +3.5% | +4.3% | -0.8% | +1.8% |
| 30D | +21.2% | +17.6% | +3.6% | +13.7% |
| 3M | +2.5% | -13.9% | +16.3% | +8.4% |
| 6M | +16.1% | +6.6% | +9.5% | +12.3% |
| YTD | +16.6% | -22.0% | +38.6% | +27.9% |
| 1Y | +14.4% | -8.8% | +23.2% | +17.8% |
| 3Y | +71.9% | -21.5% | +93.4% | +76.6% |
| All | +71.9% | -23.3% | +95.2% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling