+176.2%
PHM vs GPC
+3.6%
+172.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.1% |
| 7D | +6.2% | +1.6% | +4.6% | +5.3% |
| 30D | +17.9% | -2.1% | +20.0% | +19.2% |
| 3M | +2.5% | -6.8% | +9.3% | +7.0% |
| 6M | +10.8% | +18.6% | -7.8% | -1.9% |
| YTD | +13.7% | +2.7% | +11.0% | +8.3% |
| 1Y | +12.4% | +1.8% | +10.6% | +7.7% |
| 3Y | +65.6% | +1.1% | +64.6% | +52.3% |
| All | +176.2% | +3.6% | +172.7% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling