+157.3%
PHM vs IRM
+190.5%
-33.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.9% | +3.0% | -6.9% | -5.2% |
| 30D | -8.6% | -5.2% | -3.3% | -6.6% |
| 3M | -2.9% | -8.0% | +5.1% | +0.2% |
| 6M | -5.7% | +9.2% | -14.9% | -10.8% |
| YTD | +1.9% | +41.0% | -39.1% | -15.4% |
| 1Y | -12.3% | +23.3% | -35.6% | -22.9% |
| 3Y | +50.8% | +102.8% | -52.1% | -7.3% |
| 5Y | +157.3% | +192.8% | -35.5% | +24.9% |
| All | +157.3% | +190.5% | -33.2% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling