+156.9%
PHM vs GFI
+524.1%
-367.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | -5.0% | -4.9% | -0.1% | -4.5% |
| 30D | -8.4% | +10.7% | -19.2% | -9.5% |
| 3M | -4.4% | +25.6% | -30.1% | -7.0% |
| 6M | -3.7% | -8.3% | +4.5% | -3.7% |
| YTD | +1.3% | +6.3% | -5.0% | -0.6% |
| 1Y | -14.0% | +22.1% | -36.1% | -17.2% |
| 3Y | +48.1% | +289.2% | -241.1% | +20.8% |
| All | +156.9% | +524.1% | -367.2% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling