+1,141.3%
PHM vs POET
-24.0%
+1,165.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | -1.9% |
| 7D | -6.4% | +3.7% | -10.0% | -6.5% |
| 30D | -12.1% | -11.5% | -0.6% | -11.8% |
| 3M | -1.5% | -30.8% | +29.2% | -0.7% |
| 6M | -6.0% | +8.6% | -14.6% | -9.0% |
| YTD | -0.3% | +20.1% | -20.4% | -4.2% |
| 1Y | -13.3% | +35.7% | -49.1% | -17.8% |
| 3Y | +47.6% | +116.5% | -69.0% | +30.6% |
| 5Y | +154.7% | -8.4% | +163.2% | +129.2% |
| 10Y | +552.4% | +24.6% | +527.8% | +445.6% |
| All | +1,141.3% | -24.0% | +1,165.3% | +857.7% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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