+3,878.5%
PHM vs MTCH
+14,456.1%
-10,577.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -3.9% | -2.4% | -1.5% | -3.4% |
| 30D | -8.6% | +12.8% | -21.3% | -10.8% |
| 3M | -2.9% | +20.0% | -22.9% | -6.6% |
| 6M | -5.7% | +34.7% | -40.4% | -11.5% |
| YTD | +1.9% | +30.6% | -28.7% | -4.1% |
| 1Y | -12.3% | +10.9% | -23.3% | -14.8% |
| 3Y | +50.8% | -2.0% | +52.8% | +47.0% |
| 5Y | +157.3% | -72.6% | +229.9% | +210.5% |
| 10Y | +566.5% | +197.9% | +368.7% | +379.4% |
| All | +3,878.5% | +14,456.1% | -10,577.5% | +1,810.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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