+174.7%
PHM vs OUST
-62.3%
+237.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.7% |
| 7D | -6.1% | +19.9% | -26.0% | -7.5% |
| 30D | +13.7% | +3.6% | +10.1% | +13.0% |
| 3M | -1.5% | -20.6% | +19.1% | -0.5% |
| 6M | +11.3% | +35.1% | -23.8% | +5.1% |
| YTD | +8.9% | +69.1% | -60.2% | -0.1% |
| 1Y | +6.1% | +49.9% | -43.8% | -1.9% |
| 3Y | +57.7% | +642.4% | -584.7% | +14.0% |
| 5Y | +159.0% | -48.3% | +207.3% | +120.0% |
| All | +174.7% | -62.3% | +237.0% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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