+11,095.6%
PHM vs GPC
+2,341.8%
+8,753.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | -3.2% | +1.2% | -4.4% | -4.1% |
| 30D | -6.4% | +6.0% | -12.4% | -10.4% |
| 3M | +5.5% | +42.6% | -37.1% | -20.4% |
| 6M | -5.4% | +22.8% | -28.2% | -20.2% |
| YTD | +6.6% | +15.5% | -8.9% | -7.3% |
| 1Y | -8.8% | +2.0% | -10.9% | -12.8% |
| 3Y | +54.1% | -1.4% | +55.5% | +44.4% |
| 5Y | +144.5% | +30.6% | +113.9% | +82.4% |
| 10Y | +569.4% | +80.6% | +488.8% | +261.2% |
| All | +11,095.6% | +2,341.8% | +8,753.8% | +1,076.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling