+557.2%
PHM vs MDY
+177.2%
+380.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.7% |
| 7D | -5.0% | -1.9% | -3.1% | -2.9% |
| 30D | -8.4% | -4.6% | -3.8% | -3.4% |
| 3M | -4.4% | -1.2% | -3.2% | -3.0% |
| 6M | -3.7% | +9.2% | -13.0% | -12.3% |
| YTD | +1.3% | +13.1% | -11.8% | -11.4% |
| 1Y | -14.0% | +13.0% | -27.0% | -24.7% |
| 3Y | +48.1% | +49.2% | -1.1% | -4.7% |
| 5Y | +158.8% | +47.2% | +111.5% | +71.0% |
| All | +557.2% | +177.2% | +380.0% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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