+10,701.6%
PHM vs GAP
+2,253.0%
+8,448.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -2.5% | +1.7% | -4.2% | -3.0% |
| 30D | -9.7% | +9.3% | -19.0% | -12.4% |
| 3M | +2.2% | +6.1% | -3.9% | -0.1% |
| 6M | -5.7% | -2.3% | -3.4% | -6.2% |
| YTD | +2.8% | -10.6% | +13.4% | +4.3% |
| 1Y | -14.4% | -4.4% | -10.0% | -15.4% |
| 3Y | +52.2% | +118.3% | -66.1% | +6.3% |
| 5Y | +154.3% | +12.2% | +142.1% | +103.1% |
| 10Y | +545.9% | +33.7% | +512.1% | +304.8% |
| All | +10,701.6% | +2,253.0% | +8,448.6% | +2,261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling