+11,095.6%
PHM vs COO
+5,988.7%
+5,106.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | -6.4% | -7.0% | +0.6% | -5.6% |
| 3M | +5.5% | +12.2% | -6.7% | +4.0% |
| 6M | -5.4% | -15.1% | +9.7% | -3.6% |
| YTD | +6.6% | -15.1% | +21.7% | +8.7% |
| 1Y | -8.8% | +2.3% | -11.2% | -9.1% |
| 3Y | +54.1% | -23.7% | +77.8% | +58.4% |
| 5Y | +144.5% | -38.9% | +183.4% | +157.5% |
| 10Y | +569.4% | +49.9% | +519.5% | +544.5% |
| All | +11,095.6% | +5,988.7% | +5,106.9% | +8,102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling