-8.8%
PHM vs GPC
+0.2%
-9.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | -6.4% | +5.1% | -11.6% | -8.9% |
| 3M | +5.5% | +41.5% | -36.0% | -13.1% |
| 6M | -5.4% | +21.8% | -27.3% | -16.5% |
| YTD | +6.6% | +14.6% | -8.0% | -12.3% |
| 1Y | -8.8% | +1.3% | -10.1% | -15.6% |
| All | -8.8% | +0.2% | -9.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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