+662.9%
PHM vs FIVE
+505.3%
+157.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -6.1% | +2.4% | -8.5% | -6.9% |
| 30D | +13.7% | +15.8% | -2.1% | +8.3% |
| 3M | -1.5% | +3.8% | -5.3% | -3.2% |
| 6M | +11.3% | +18.5% | -7.3% | +3.6% |
| YTD | +8.9% | +31.2% | -22.3% | -2.7% |
| 1Y | +6.1% | +61.8% | -55.7% | -11.8% |
| 3Y | +57.7% | +39.9% | +17.8% | +26.5% |
| 5Y | +159.0% | +18.3% | +140.6% | +112.3% |
| All | +662.9% | +505.3% | +157.5% | +266.1% |
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