+546.9%
PHM vs MTB
+172.9%
+374.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -6.4% | -0.4% | -5.9% | -6.2% |
| 30D | -12.1% | -4.6% | -7.5% | -10.4% |
| 3M | -1.5% | +7.4% | -9.0% | -4.4% |
| 6M | -6.0% | +18.7% | -24.7% | -12.3% |
| YTD | -0.3% | +21.1% | -21.4% | -7.9% |
| 1Y | -13.3% | +24.1% | -37.4% | -20.8% |
| 3Y | +47.6% | +115.3% | -67.8% | +6.5% |
| 5Y | +154.7% | +106.0% | +48.7% | +81.7% |
| All | +546.9% | +172.9% | +374.0% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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