+174.3%
PHM vs COO
-40.8%
+215.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +1.3% |
| 7D | +3.5% | +4.3% | -0.8% | +1.4% |
| 30D | +21.2% | +17.6% | +3.6% | +11.9% |
| 3M | +2.5% | -13.9% | +16.3% | +9.8% |
| 6M | +16.1% | +6.6% | +9.5% | +10.9% |
| YTD | +16.6% | -22.0% | +38.6% | +31.0% |
| 1Y | +14.4% | -8.8% | +23.2% | +18.2% |
| 3Y | +71.9% | -21.5% | +93.4% | +82.1% |
| 5Y | +174.3% | -41.0% | +215.4% | +232.9% |
| All | +174.3% | -40.8% | +215.1% | +232.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling