+11,674.6%
PHM vs COO
+5,462.0%
+6,212.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | +2.9% | +4.5% | -1.6% | +2.4% |
| 30D | +16.5% | +16.9% | -0.4% | +14.4% |
| 3M | +0.6% | -16.7% | +17.3% | +2.8% |
| 6M | +11.6% | +5.9% | +5.6% | +10.7% |
| YTD | +12.1% | -22.4% | +34.5% | +15.4% |
| 1Y | +9.6% | -10.1% | +19.7% | +10.9% |
| 3Y | +62.3% | -22.8% | +85.0% | +66.5% |
| 5Y | +170.4% | -41.4% | +211.8% | +186.2% |
| 10Y | +683.0% | +41.3% | +641.7% | +659.3% |
| All | +11,674.6% | +5,462.0% | +6,212.6% | +8,612.3% |
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