+156.9%
PHM vs QSR
+40.5%
+116.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | -5.0% | -4.0% | -1.0% | -2.7% |
| 30D | -8.4% | +2.8% | -11.2% | -9.9% |
| 3M | -4.4% | +5.1% | -9.5% | -7.3% |
| 6M | -3.7% | +8.8% | -12.5% | -8.8% |
| YTD | +1.3% | +14.8% | -13.5% | -7.4% |
| 1Y | -14.0% | +25.7% | -39.8% | -25.6% |
| 3Y | +48.1% | +27.5% | +20.6% | +22.8% |
| All | +156.9% | +40.5% | +116.4% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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