+744.0%
PHM vs ES
+82.6%
+661.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | +21.2% | +5.7% | +15.5% | +18.1% |
| 3M | +2.5% | -2.8% | +5.3% | +3.8% |
| 6M | +16.1% | +7.0% | +9.1% | +12.4% |
| YTD | +16.6% | +6.8% | +9.8% | +12.7% |
| 1Y | +14.4% | -0.5% | +14.9% | +13.5% |
| 3Y | +71.9% | +47.2% | +24.7% | +36.8% |
| 5Y | +174.3% | +2.3% | +172.1% | +160.3% |
| 10Y | +744.0% | +85.6% | +658.4% | +594.2% |
| All | +744.0% | +82.6% | +661.4% | +594.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling