+50.4%
PHM vs GAP
+117.9%
-67.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -2.5% | +1.7% | -4.2% | -2.8% |
| 30D | -9.7% | +9.3% | -19.0% | -11.5% |
| 3M | +2.2% | +6.1% | -3.9% | +0.7% |
| 6M | -5.7% | -2.3% | -3.4% | -6.1% |
| YTD | +2.8% | -10.6% | +13.4% | +3.9% |
| 1Y | -14.4% | -4.4% | -10.0% | -14.9% |
| All | +50.4% | +117.9% | -67.5% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling