+923.1%
PHM vs IAG
+303.8%
+619.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -4.1% | -7.7% | +3.5% | -3.4% |
| 30D | +16.1% | +1.6% | +14.6% | +15.8% |
| 3M | -2.5% | -2.4% | -0.1% | -2.5% |
| 6M | +12.9% | -7.8% | +20.7% | +13.0% |
| YTD | +9.0% | +5.0% | +4.0% | +6.8% |
| 1Y | +8.2% | +25.7% | -17.5% | +4.0% |
| 3Y | +58.4% | +694.5% | -636.1% | +23.0% |
| 5Y | +159.2% | +421.7% | -262.5% | +101.8% |
| 10Y | +676.9% | +382.5% | +294.4% | +469.6% |
| All | +923.1% | +303.8% | +619.3% | +549.3% |
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 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