+545.9%
PHM vs IBB
+122.6%
+423.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -2.1% |
| 7D | -2.5% | -1.7% | -0.8% | -1.4% |
| 30D | -9.7% | +4.9% | -14.5% | -12.6% |
| 3M | +2.2% | +24.2% | -22.0% | -11.5% |
| 6M | -5.7% | +23.8% | -29.5% | -18.3% |
| YTD | +2.8% | +23.0% | -20.1% | -10.9% |
| 1Y | -14.4% | +46.2% | -60.6% | -33.9% |
| 3Y | +52.2% | +64.8% | -12.6% | +8.5% |
| 5Y | +154.3% | +20.9% | +133.3% | +114.5% |
| 10Y | +545.9% | +121.6% | +424.3% | +298.5% |
| All | +545.9% | +122.6% | +423.2% | +298.5% |
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