+566.5%
PHM vs ES
+83.1%
+483.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.3% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -8.6% | -1.0% | -7.5% | -8.2% |
| 3M | -2.9% | +1.5% | -4.4% | -3.6% |
| 6M | -5.7% | -3.5% | -2.2% | -4.4% |
| YTD | +1.9% | +7.0% | -5.1% | -1.7% |
| 1Y | -12.3% | +15.3% | -27.6% | -19.3% |
| 3Y | +50.8% | +30.2% | +20.6% | +27.6% |
| 5Y | +157.3% | -4.3% | +161.6% | +152.6% |
| 10Y | +566.5% | +87.5% | +479.1% | +434.8% |
| All | +566.5% | +83.1% | +483.4% | +434.8% |
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