+61.5%
PHM vs IRM
+109.6%
-48.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | -4.8% | -5.3% | +0.5% | -3.4% |
| 30D | +16.5% | -2.3% | +18.8% | +16.9% |
| 3M | -2.0% | -7.4% | +5.4% | -0.2% |
| 6M | +12.7% | -12.2% | +24.9% | +16.5% |
| YTD | +11.2% | +38.6% | -27.5% | -2.8% |
| 1Y | +7.7% | +14.9% | -7.1% | +0.6% |
| All | +61.5% | +109.6% | -48.1% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling