+4,995.5%
PHM vs M
+401.4%
+4,594.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.3% |
| 7D | +6.2% | -4.3% | +10.5% | +7.9% |
| 30D | +17.9% | +1.3% | +16.7% | +17.4% |
| 3M | +2.5% | -7.4% | +9.9% | +5.1% |
| 6M | +10.8% | +18.3% | -7.5% | +3.3% |
| YTD | +13.7% | +7.6% | +6.1% | +9.0% |
| 1Y | +12.4% | +17.4% | -5.0% | +4.2% |
| 3Y | +65.6% | +108.4% | -42.7% | +13.8% |
| 5Y | +175.3% | -10.6% | +186.0% | +136.1% |
| 10Y | +713.9% | -3.2% | +717.1% | +390.7% |
| All | +4,995.5% | +401.4% | +4,594.1% | +1,446.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling