+159.0%
PHM vs IAG
+427.4%
-268.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.1% | -1.6% |
| 7D | -6.1% | -2.1% | -4.0% | -6.0% |
| 30D | +13.7% | -6.2% | +19.9% | +14.2% |
| 3M | -1.5% | -5.1% | +3.6% | -1.3% |
| 6M | +11.3% | -10.0% | +21.2% | +11.5% |
| YTD | +8.9% | +3.9% | +5.0% | +7.2% |
| 1Y | +6.1% | +18.9% | -12.8% | +3.2% |
| 3Y | +57.7% | +651.8% | -594.1% | +26.2% |
| 5Y | +159.0% | +416.3% | -257.3% | +91.3% |
| All | +159.0% | +427.4% | -268.4% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling