+157.3%
PHM vs M
+22.2%
+135.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | +0.1% |
| 7D | -3.9% | -4.1% | +0.2% | -2.8% |
| 30D | -8.6% | -13.6% | +5.1% | -5.0% |
| 3M | -2.9% | -2.3% | -0.6% | -2.5% |
| 6M | -5.7% | +21.9% | -27.6% | -10.8% |
| YTD | +1.9% | -0.6% | +2.4% | +1.1% |
| 1Y | -12.3% | +29.7% | -42.0% | -18.9% |
| 3Y | +50.8% | +107.3% | -56.5% | +14.8% |
| 5Y | +157.3% | +20.5% | +136.8% | +113.3% |
| All | +157.3% | +22.2% | +135.1% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling