+5,659.8%
PHM vs MDY
+2,644.5%
+3,015.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -2.7% |
| 7D | -2.5% | +1.0% | -3.5% | -3.7% |
| 30D | -9.7% | -3.1% | -6.5% | -6.2% |
| 3M | +2.2% | +1.8% | +0.4% | +0.2% |
| 6M | -5.7% | +10.8% | -16.5% | -16.2% |
| YTD | +2.8% | +14.4% | -11.6% | -12.2% |
| 1Y | -14.4% | +15.2% | -29.6% | -27.5% |
| 3Y | +52.2% | +51.2% | +1.0% | -6.9% |
| 5Y | +154.3% | +47.2% | +107.0% | +61.9% |
| 10Y | +545.9% | +171.1% | +374.8% | +94.8% |
| All | +5,659.8% | +2,644.5% | +3,015.4% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling