+557.2%
PHM vs GWRE
+131.0%
+426.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -5.0% | -13.2% | +8.3% | -1.3% |
| 30D | -8.4% | -18.6% | +10.1% | -4.4% |
| 3M | -4.4% | +18.9% | -23.3% | -11.1% |
| 6M | -3.7% | -11.0% | +7.2% | -4.7% |
| YTD | +1.3% | -29.9% | +31.2% | +7.3% |
| 1Y | -14.0% | -44.3% | +30.3% | -1.7% |
| 3Y | +48.1% | +51.7% | -3.6% | +10.5% |
| 5Y | +158.8% | +15.4% | +143.3% | +104.4% |
| All | +557.2% | +131.0% | +426.2% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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