-13.3%
PHM vs MTB
+22.5%
-35.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.4% |
| 7D | -6.4% | -0.4% | -5.9% | -6.1% |
| 30D | -12.1% | -4.6% | -7.5% | -9.3% |
| 3M | -1.5% | +7.4% | -9.0% | -6.3% |
| 6M | -6.0% | +18.7% | -24.7% | -15.7% |
| YTD | -0.3% | +21.1% | -21.4% | -13.7% |
| 1Y | -13.3% | +24.1% | -37.4% | -28.2% |
| All | -13.3% | +22.5% | -35.9% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling