+176.2%
PHM vs ES
+1.4%
+174.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.8% |
| 7D | +6.2% | +1.9% | +4.3% | +5.5% |
| 30D | +17.9% | +7.1% | +10.9% | +14.8% |
| 3M | +2.5% | -1.9% | +4.4% | +3.3% |
| 6M | +10.8% | +4.4% | +6.4% | +8.9% |
| YTD | +13.7% | +7.3% | +6.4% | +10.3% |
| 1Y | +12.4% | +2.1% | +10.2% | +10.4% |
| 3Y | +65.6% | +41.8% | +23.8% | +37.3% |
| All | +176.2% | +1.4% | +174.8% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling