+173.7%
PHM vs JAAA
+29.3%
+144.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -9.7% | +0.5% | -10.1% | -10.4% |
| 3M | +2.2% | +1.2% | +1.0% | +0.1% |
| 6M | -5.7% | +2.8% | -8.5% | -10.1% |
| YTD | +2.8% | +3.2% | -0.3% | -2.5% |
| 1Y | -14.4% | +4.8% | -19.3% | -21.0% |
| 3Y | +52.2% | +19.0% | +33.2% | +21.0% |
| 5Y | +154.3% | +26.8% | +127.4% | +82.9% |
| All | +173.7% | +29.3% | +144.4% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling