-8.8%
PHM vs GFI
+45.3%
-54.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -3.2% | +3.1% | -6.3% | -3.5% |
| 30D | -6.4% | +27.1% | -33.5% | -9.1% |
| 3M | +5.5% | +21.2% | -15.7% | +2.7% |
| 6M | -5.4% | -4.5% | -0.9% | -6.6% |
| YTD | +6.6% | +11.7% | -5.1% | +4.4% |
| 1Y | -8.8% | +46.0% | -54.9% | -10.8% |
| All | -8.8% | +45.3% | -54.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling