+10,599.0%
PHM vs IFF
+833.5%
+9,765.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -3.9% | -3.0% | -0.8% | -2.2% |
| 30D | -8.6% | -0.9% | -7.6% | -8.0% |
| 3M | -2.9% | +11.8% | -14.8% | -9.1% |
| 6M | -5.7% | +16.5% | -22.2% | -14.9% |
| YTD | +1.9% | +26.5% | -24.7% | -12.5% |
| 1Y | -12.3% | +32.7% | -45.0% | -27.0% |
| 3Y | +50.8% | +32.0% | +18.8% | +23.3% |
| 5Y | +157.3% | -36.1% | +193.4% | +202.2% |
| 10Y | +566.5% | -20.1% | +586.6% | +538.8% |
| All | +10,599.0% | +833.5% | +9,765.6% | +2,212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling