+744.0%
PHM vs IBB
+139.6%
+604.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +0.7% |
| 7D | +3.5% | +2.7% | +0.8% | +1.6% |
| 30D | +21.2% | +6.3% | +14.9% | +16.0% |
| 3M | +2.5% | +11.1% | -8.6% | -5.2% |
| 6M | +16.1% | +29.2% | -13.1% | -3.1% |
| YTD | +16.6% | +30.2% | -13.6% | -3.6% |
| 1Y | +14.4% | +39.5% | -25.1% | -9.8% |
| 3Y | +71.9% | +92.3% | -20.5% | +8.8% |
| 5Y | +174.3% | +43.0% | +131.4% | +107.5% |
| 10Y | +744.0% | +137.1% | +606.9% | +382.1% |
| All | +744.0% | +139.6% | +604.4% | +382.1% |
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