+900.3%
PHM vs IAG
+377.5%
+522.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | -6.4% | +28.9% | -35.3% | -8.8% |
| 3M | +5.5% | +19.1% | -13.6% | +3.2% |
| 6M | -5.4% | -10.3% | +4.8% | -5.2% |
| YTD | +6.6% | +24.2% | -17.6% | +2.9% |
| 1Y | -8.8% | +116.5% | -125.3% | -17.0% |
| 3Y | +54.1% | +742.8% | -688.7% | +18.9% |
| 5Y | +144.5% | +753.3% | -608.9% | +81.3% |
| 10Y | +569.4% | +403.2% | +166.2% | +386.7% |
| All | +900.3% | +377.5% | +522.8% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling