+545.9%
PHM vs FIVE
+475.1%
+70.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.8% |
| 7D | -2.5% | +3.7% | -6.2% | -3.7% |
| 30D | -9.7% | +4.0% | -13.6% | -11.0% |
| 3M | +2.2% | +36.2% | -34.0% | -8.4% |
| 6M | -5.7% | +18.0% | -23.7% | -12.2% |
| YTD | +2.8% | +34.9% | -32.1% | -8.8% |
| 1Y | -14.4% | +67.9% | -82.3% | -30.0% |
| 3Y | +52.2% | +57.3% | -5.1% | +16.6% |
| 5Y | +154.3% | +39.5% | +114.7% | +95.5% |
| 10Y | +545.9% | +496.4% | +49.5% | +202.7% |
| All | +545.9% | +475.1% | +70.8% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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