+662.9%
PHM vs IBB
+127.7%
+535.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.6% |
| 7D | -6.1% | +1.6% | -7.7% | -7.1% |
| 30D | +13.7% | +6.7% | +7.0% | +8.6% |
| 3M | -1.5% | +6.3% | -7.9% | -6.2% |
| 6M | +11.3% | +23.9% | -12.7% | -4.5% |
| YTD | +8.9% | +26.6% | -17.7% | -8.3% |
| 1Y | +6.1% | +29.6% | -23.5% | -12.1% |
| 3Y | +57.7% | +86.1% | -28.4% | +2.1% |
| 5Y | +159.0% | +40.3% | +118.6% | +98.4% |
| All | +662.9% | +127.7% | +535.1% | +349.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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