+160.2%
PHM vs GRMN
+73.8%
+86.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.4% |
| 7D | -3.9% | -1.4% | -2.5% | -3.2% |
| 30D | -8.6% | -13.1% | +4.5% | -2.5% |
| 3M | -2.9% | +14.9% | -17.9% | -10.1% |
| 6M | -5.7% | +13.1% | -18.8% | -12.1% |
| YTD | +1.9% | +35.3% | -33.4% | -13.5% |
| 1Y | -12.3% | +16.0% | -28.3% | -20.2% |
| 3Y | +50.8% | +179.6% | -128.8% | -25.6% |
| All | +160.2% | +73.8% | +86.4% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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