+566.5%
PHM vs M
-7.1%
+573.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | +0.1% |
| 7D | -3.9% | -4.1% | +0.2% | -2.9% |
| 30D | -8.6% | -13.6% | +5.1% | -5.2% |
| 3M | -2.9% | -2.3% | -0.6% | -2.6% |
| 6M | -5.7% | +21.9% | -27.6% | -10.5% |
| YTD | +1.9% | -0.6% | +2.4% | +1.2% |
| 1Y | -12.3% | +29.7% | -42.0% | -18.6% |
| 3Y | +50.8% | +107.3% | -56.5% | +18.0% |
| 5Y | +157.3% | +20.5% | +136.8% | +118.0% |
| 10Y | +566.5% | -6.1% | +572.6% | +319.3% |
| All | +566.5% | -7.1% | +573.6% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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