+14.6%
PHM vs RACE
+10.6%
+4.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.3% | +2.9% | +5.0% |
| 7D | +13.6% | +9.9% | +3.7% | +8.5% |
| 30D | +19.3% | +12.8% | +6.5% | +12.6% |
| 3M | +3.5% | +7.4% | -3.9% | -0.2% |
| 6M | +18.6% | +27.6% | -9.0% | +5.0% |
| YTD | +16.7% | +18.4% | -1.7% | +5.0% |
| 1Y | +14.6% | +9.5% | +5.1% | +8.2% |
| All | +14.6% | +10.6% | +4.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling