+176.2%
PHM vs OUST
-49.1%
+225.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.0% | -16.0% | -3.1% |
| 7D | +6.2% | +17.0% | -10.8% | +4.7% |
| 30D | +17.9% | -16.5% | +34.4% | +19.1% |
| 3M | +2.5% | -23.7% | +26.2% | +3.9% |
| 6M | +10.8% | +18.4% | -7.6% | +5.4% |
| YTD | +13.7% | +60.8% | -47.1% | +4.2% |
| 1Y | +12.4% | +44.2% | -31.8% | +3.6% |
| 3Y | +65.6% | +668.1% | -602.5% | +14.9% |
| All | +176.2% | -49.1% | +225.3% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling