+546.9%
PHM vs IAG
+423.2%
+123.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.9% |
| 7D | -6.4% | -4.1% | -2.3% | -6.0% |
| 30D | -12.1% | +10.6% | -22.7% | -12.9% |
| 3M | -1.5% | +35.4% | -36.9% | -4.2% |
| 6M | -6.0% | -9.5% | +3.5% | -5.9% |
| YTD | -0.3% | +21.8% | -22.1% | -3.0% |
| 1Y | -13.3% | +84.1% | -97.5% | -18.7% |
| 3Y | +47.6% | +817.4% | -769.8% | +17.9% |
| 5Y | +154.7% | +830.1% | -675.4% | +95.3% |
| All | +546.9% | +423.2% | +123.8% | +402.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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