+3,783.6%
PHM vs IRM
+9,844.9%
-6,061.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.9% |
| 7D | -6.1% | +8.6% | -14.7% | -9.6% |
| 30D | +13.7% | 0.0% | +13.7% | +13.0% |
| 3M | -1.5% | -7.1% | +5.6% | +0.8% |
| 6M | +11.3% | -7.9% | +19.1% | +13.9% |
| YTD | +8.9% | +41.3% | -32.4% | -9.2% |
| 1Y | +6.1% | +20.7% | -14.6% | -5.3% |
| 3Y | +57.7% | +112.2% | -54.5% | +5.0% |
| 5Y | +159.0% | +191.2% | -32.3% | +47.9% |
| 10Y | +676.2% | +524.3% | +151.9% | +202.4% |
| All | +3,783.6% | +9,844.9% | -6,061.3% | +692.5% |
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