+3,700.3%
PHM vs IRM
+9,964.6%
-6,264.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | -6.4% | -8.1% | +1.6% | -3.1% |
| 3M | +5.5% | -9.7% | +15.2% | +9.7% |
| 6M | -5.4% | +10.0% | -15.4% | -10.5% |
| YTD | +6.6% | +43.0% | -36.4% | -11.0% |
| 1Y | -8.8% | +32.7% | -41.5% | -22.0% |
| 3Y | +54.1% | +102.7% | -48.6% | +5.7% |
| 5Y | +144.5% | +187.6% | -43.1% | +41.3% |
| 10Y | +569.4% | +420.1% | +149.3% | +183.6% |
| All | +3,700.3% | +9,964.6% | -6,264.3% | +676.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling