+10,701.6%
PHM vs MTB
+8,245.1%
+2,456.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -2.5% | +2.8% | -5.3% | -4.0% |
| 30D | -9.7% | -4.2% | -5.5% | -7.4% |
| 3M | +2.2% | +7.8% | -5.6% | -2.2% |
| 6M | -5.7% | +14.8% | -20.5% | -12.9% |
| YTD | +2.8% | +20.8% | -17.9% | -8.2% |
| 1Y | -14.4% | +23.1% | -37.5% | -24.5% |
| 3Y | +52.2% | +114.8% | -62.6% | -6.4% |
| 5Y | +154.3% | +103.3% | +51.0% | +51.3% |
| 10Y | +545.9% | +173.0% | +372.9% | +167.2% |
| All | +10,701.6% | +8,245.1% | +2,456.5% | +646.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling