+58.4%
PHM vs MKC
-21.4%
+79.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -4.1% | -3.0% | -1.2% | -3.1% |
| 30D | +16.1% | +4.8% | +11.3% | +14.6% |
| 3M | -2.5% | -12.8% | +10.3% | +2.1% |
| 6M | +12.9% | +5.0% | +7.9% | +10.7% |
| YTD | +9.0% | -29.1% | +38.1% | +22.3% |
| 1Y | +8.2% | -26.4% | +34.6% | +19.6% |
| 3Y | +58.4% | -21.6% | +80.1% | +72.8% |
| All | +58.4% | -21.4% | +79.9% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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