+1,298.9%
PHM vs FIVE
+868.1%
+430.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.4% |
| 7D | -3.2% | +4.3% | -7.5% | -4.5% |
| 30D | -6.4% | +12.5% | -18.9% | -9.9% |
| 3M | +5.5% | +31.2% | -25.7% | -3.4% |
| 6M | -5.4% | +14.4% | -19.8% | -10.5% |
| YTD | +6.6% | +33.9% | -27.3% | -4.1% |
| 1Y | -8.8% | +65.1% | -73.9% | -23.6% |
| 3Y | +54.1% | +49.0% | +5.2% | +23.2% |
| 5Y | +144.5% | +30.3% | +114.2% | +97.5% |
| 10Y | +569.4% | +481.1% | +88.3% | +242.2% |
| All | +1,298.9% | +868.1% | +430.7% | +462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling