+8.4%
PHM vs IRE
-97.2%
+105.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +39.6% | -41.6% | -1.7% |
| 7D | +6.2% | -27.2% | +33.4% | +6.2% |
| 30D | +17.9% | -75.1% | +93.1% | +18.3% |
| 3M | +2.5% | -77.9% | +80.4% | +2.9% |
| 6M | +10.8% | -94.6% | +105.4% | +12.7% |
| YTD | +13.7% | -91.5% | +105.3% | +14.3% |
| 1Y | +12.4% | -97.8% | +110.2% | +13.4% |
| All | +8.4% | -97.2% | +105.6% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling