+52.2%
PHM vs IRM
+101.2%
-49.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.3% |
| 7D | -2.5% | +1.6% | -4.1% | -3.1% |
| 30D | -9.7% | -4.2% | -5.5% | -8.5% |
| 3M | +2.2% | -5.4% | +7.6% | +3.7% |
| 6M | -5.7% | +12.0% | -17.7% | -10.5% |
| YTD | +2.8% | +42.0% | -39.2% | -11.2% |
| 1Y | -14.4% | +29.9% | -44.3% | -24.2% |
| 3Y | +52.2% | +104.4% | -52.1% | -11.1% |
| All | +52.2% | +101.2% | -49.0% | -11.1% |
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