+147.6%
PHM vs FIVE
+31.2%
+116.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.3% |
| 7D | -3.2% | +4.3% | -7.5% | -4.3% |
| 30D | -6.4% | +12.5% | -18.9% | -9.6% |
| 3M | +5.5% | +31.2% | -25.7% | -2.6% |
| 6M | -5.4% | +14.4% | -19.8% | -10.0% |
| YTD | +6.6% | +33.9% | -27.3% | -3.2% |
| 1Y | -8.8% | +65.1% | -73.9% | -22.4% |
| 3Y | +54.1% | +49.0% | +5.2% | +29.0% |
| All | +147.6% | +31.2% | +116.4% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling