+156.9%
PHM vs MKC
-33.0%
+189.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -5.0% | -1.5% | -3.5% | -4.4% |
| 30D | -8.4% | -3.1% | -5.3% | -7.4% |
| 3M | -4.4% | +5.2% | -9.6% | -6.5% |
| 6M | -3.7% | -12.8% | +9.1% | +0.8% |
| YTD | +1.3% | -23.3% | +24.6% | +11.2% |
| 1Y | -14.0% | -24.1% | +10.1% | -5.3% |
| 3Y | +48.1% | -32.1% | +80.2% | +69.2% |
| All | +156.9% | -33.0% | +189.9% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling