+169.5%
PHM vs JAAA
+29.4%
+140.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -8.4% | +0.5% | -9.0% | -9.3% |
| 3M | -4.4% | +1.3% | -5.7% | -6.5% |
| 6M | -3.7% | +2.8% | -6.5% | -8.2% |
| YTD | +1.3% | +3.3% | -2.0% | -4.1% |
| 1Y | -14.0% | +4.9% | -19.0% | -20.7% |
| 3Y | +48.1% | +19.0% | +29.2% | +17.7% |
| 5Y | +158.8% | +26.9% | +131.9% | +86.0% |
| All | +169.5% | +29.4% | +140.2% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling