+65.6%
PHM vs ES
+46.3%
+19.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.9% |
| 7D | +6.2% | +1.9% | +4.3% | +5.6% |
| 30D | +17.9% | +7.1% | +10.9% | +15.2% |
| 3M | +2.5% | -1.9% | +4.4% | +3.1% |
| 6M | +10.8% | +4.4% | +6.4% | +9.3% |
| YTD | +13.7% | +7.3% | +6.4% | +11.0% |
| 1Y | +12.4% | +2.1% | +10.2% | +10.7% |
| 3Y | +65.6% | +41.8% | +23.8% | +38.9% |
| All | +65.6% | +46.3% | +19.3% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling