+49.0%
PHM vs COO
-27.8%
+76.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.3% | +1.7% |
| 7D | -3.9% | -9.0% | +5.1% | 0.0% |
| 30D | -8.6% | -16.8% | +8.3% | -1.2% |
| 3M | -2.9% | -7.5% | +4.6% | +0.2% |
| 6M | -5.7% | -16.3% | +10.6% | +1.3% |
| YTD | +1.9% | -22.5% | +24.4% | +12.8% |
| 1Y | -12.3% | -7.0% | -5.3% | -10.1% |
| All | +49.0% | -27.8% | +76.7% | +59.9% |
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