+57.3%
PHM vs M
+123.1%
-65.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | -3.2% | +4.7% | -7.9% | -4.2% |
| 30D | -6.4% | -9.6% | +3.2% | -4.2% |
| 3M | +5.5% | +0.9% | +4.6% | +5.1% |
| 6M | -5.4% | +22.3% | -27.7% | -10.0% |
| YTD | +6.6% | +6.5% | +0.1% | +4.3% |
| 1Y | -8.8% | +38.8% | -47.6% | -15.8% |
| All | +57.3% | +123.1% | -65.8% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling