+663.5%
PHM vs GPC
+74.9%
+588.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -4.1% | +0.4% | -4.6% | -4.4% |
| 30D | +16.1% | -6.3% | +22.4% | +21.2% |
| 3M | -2.5% | -8.2% | +5.7% | +3.1% |
| 6M | +12.9% | +27.1% | -14.2% | -5.3% |
| YTD | +9.0% | +3.1% | +5.9% | +3.7% |
| 1Y | +8.2% | +0.1% | +8.1% | +5.1% |
| 3Y | +58.4% | +0.2% | +58.2% | +48.3% |
| 5Y | +159.2% | +4.9% | +154.3% | +131.6% |
| All | +663.5% | +74.9% | +588.6% | +331.2% |
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