+156.9%
PHM vs IFF
-35.8%
+192.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -5.0% | -3.2% | -1.8% | -3.6% |
| 30D | -8.4% | -0.3% | -8.2% | -8.3% |
| 3M | -4.4% | +8.4% | -12.9% | -8.0% |
| 6M | -3.7% | +23.0% | -26.8% | -13.1% |
| YTD | +1.3% | +25.5% | -24.2% | -9.6% |
| 1Y | -14.0% | +29.1% | -43.1% | -24.4% |
| 3Y | +48.1% | +31.7% | +16.5% | +28.4% |
| All | +156.9% | -35.8% | +192.7% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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