+157.3%
PHM vs GAP
+6.6%
+150.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | +0.2% |
| 7D | -3.9% | -3.2% | -0.7% | -3.1% |
| 30D | -8.6% | -0.7% | -7.9% | -8.7% |
| 3M | -2.9% | -0.5% | -2.5% | -3.2% |
| 6M | -5.7% | -5.0% | -0.7% | -5.5% |
| YTD | +1.9% | -14.7% | +16.5% | +4.3% |
| 1Y | -12.3% | -8.6% | -3.7% | -12.1% |
| 3Y | +50.8% | +108.4% | -57.6% | +11.6% |
| 5Y | +157.3% | +5.8% | +151.5% | +106.6% |
| All | +157.3% | +6.6% | +150.7% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling