+546.9%
PHM vs IBN
+316.4%
+230.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -6.4% | -5.5% | -0.9% | -4.3% |
| 30D | -12.1% | -3.4% | -8.7% | -11.0% |
| 3M | -1.5% | +8.7% | -10.2% | -4.5% |
| 6M | -6.0% | +3.7% | -9.7% | -7.2% |
| YTD | -0.3% | -2.4% | +2.1% | +0.4% |
| 1Y | -13.3% | -8.1% | -5.3% | -11.0% |
| 3Y | +47.6% | +26.3% | +21.2% | +33.0% |
| 5Y | +154.7% | +54.9% | +99.8% | +111.5% |
| All | +546.9% | +316.4% | +230.5% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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