+1,611.3%
PHM vs IBB
+560.8%
+1,050.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | -3.2% | +1.4% | -4.6% | -4.2% |
| 30D | -6.4% | +10.5% | -16.9% | -13.1% |
| 3M | +5.5% | +23.6% | -18.1% | -9.5% |
| 6M | -5.4% | +22.6% | -28.1% | -18.6% |
| YTD | +6.6% | +25.7% | -19.1% | -10.3% |
| 1Y | -8.8% | +51.4% | -60.2% | -32.9% |
| 3Y | +54.1% | +64.4% | -10.3% | +6.8% |
| 5Y | +144.5% | +22.1% | +122.3% | +106.8% |
| 10Y | +569.4% | +132.5% | +437.0% | +238.6% |
| All | +1,611.3% | +560.8% | +1,050.5% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling