-2.9%
PHM vs IRE
-84.0%
+81.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.9% |
| 7D | -3.9% | +29.0% | -32.9% | -4.0% |
| 30D | -8.6% | +24.2% | -32.8% | -8.7% |
| 3M | -2.9% | -53.2% | +50.2% | -1.9% |
| 6M | -5.7% | -36.0% | +30.3% | -5.3% |
| YTD | +1.9% | -51.0% | +52.9% | +1.9% |
| All | -2.9% | -84.0% | +81.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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