+167.7%
PHM vs IRM
+186.8%
-19.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.5% |
| 7D | -4.8% | -5.3% | +0.5% | -2.9% |
| 30D | +16.5% | -2.3% | +18.8% | +17.0% |
| 3M | -2.0% | -7.4% | +5.4% | +0.4% |
| 6M | +12.7% | -12.2% | +24.9% | +17.8% |
| YTD | +11.2% | +38.6% | -27.5% | -7.7% |
| 1Y | +7.7% | +14.9% | -7.1% | -2.1% |
| 3Y | +60.9% | +108.2% | -47.3% | -4.2% |
| 5Y | +167.7% | +183.8% | -16.1% | +27.7% |
| All | +167.7% | +186.8% | -19.1% | +27.7% |
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