+157.3%
PHM vs IBN
+54.0%
+103.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.1% |
| 7D | -3.9% | -5.1% | +1.2% | -1.4% |
| 30D | -8.6% | -3.5% | -5.0% | -7.0% |
| 3M | -2.9% | +11.3% | -14.2% | -7.7% |
| 6M | -5.7% | +4.4% | -10.1% | -7.7% |
| YTD | +1.9% | -1.8% | +3.7% | +2.1% |
| 1Y | -12.3% | -8.0% | -4.3% | -9.8% |
| 3Y | +50.8% | +27.1% | +23.7% | +28.5% |
| 5Y | +157.3% | +54.5% | +102.8% | +90.0% |
| All | +157.3% | +54.0% | +103.3% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling