+546.9%
PHM vs GPC
+87.0%
+459.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.6% |
| 7D | -6.4% | -1.8% | -4.6% | -5.2% |
| 30D | -12.1% | +0.1% | -12.2% | -12.1% |
| 3M | -1.5% | +37.4% | -38.9% | -21.4% |
| 6M | -6.0% | +25.4% | -31.5% | -20.2% |
| YTD | -0.3% | +12.2% | -12.5% | -10.2% |
| 1Y | -13.3% | -0.3% | -13.0% | -15.2% |
| 3Y | +47.6% | -1.6% | +49.2% | +40.0% |
| 5Y | +154.7% | +31.0% | +123.8% | +95.0% |
| All | +546.9% | +87.0% | +459.9% | +247.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling