+546.9%
PHM vs IRM
+430.1%
+116.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.1% |
| 7D | -6.4% | -1.8% | -4.5% | -5.5% |
| 30D | -12.1% | -7.8% | -4.3% | -8.9% |
| 3M | -1.5% | -7.9% | +6.3% | +1.7% |
| 6M | -6.0% | +6.3% | -12.4% | -10.1% |
| YTD | -0.3% | +38.2% | -38.5% | -17.0% |
| 1Y | -13.3% | +19.8% | -33.2% | -23.1% |
| 3Y | +47.6% | +98.8% | -51.2% | -4.7% |
| 5Y | +154.7% | +191.8% | -37.0% | +31.4% |
| All | +546.9% | +430.1% | +116.8% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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