+744.0%
PHM vs FIVE
+596.6%
+147.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +0.7% |
| 7D | +3.5% | +6.2% | -2.7% | +1.5% |
| 30D | +21.2% | +18.2% | +3.0% | +14.6% |
| 3M | +2.5% | +3.8% | -1.4% | +0.7% |
| 6M | +16.1% | +13.7% | +2.4% | +9.6% |
| YTD | +16.6% | +34.7% | -18.1% | +3.3% |
| 1Y | +14.4% | +66.6% | -52.2% | -5.9% |
| 3Y | +71.9% | +44.3% | +27.6% | +36.4% |
| 5Y | +174.3% | +18.8% | +155.6% | +124.9% |
| 10Y | +744.0% | +569.2% | +174.8% | +297.4% |
| All | +744.0% | +596.6% | +147.4% | +297.4% |
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