+3,787.0%
PHM vs IRM
+9,772.9%
-5,985.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -4.1% | +6.8% | -10.9% | -7.0% |
| 30D | +16.1% | +2.6% | +13.5% | +14.1% |
| 3M | -2.5% | -9.5% | +7.0% | +1.0% |
| 6M | +12.9% | -8.5% | +21.4% | +15.9% |
| YTD | +9.0% | +40.3% | -31.3% | -8.9% |
| 1Y | +8.2% | +28.7% | -20.5% | -6.1% |
| 3Y | +58.4% | +111.8% | -53.4% | +5.6% |
| 5Y | +159.2% | +189.1% | -29.9% | +48.5% |
| 10Y | +676.9% | +519.8% | +157.1% | +203.7% |
| All | +3,787.0% | +9,772.9% | -5,985.9% | +695.8% |
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