+563.1%
PHM vs RACE
+793.9%
-230.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.1% |
| 7D | -3.2% | -2.5% | -0.7% | -1.9% |
| 30D | -6.4% | +0.8% | -7.2% | -6.8% |
| 3M | +5.5% | +17.2% | -11.7% | -2.9% |
| 6M | -5.4% | +13.6% | -19.0% | -12.0% |
| YTD | +6.6% | +12.2% | -5.6% | -0.6% |
| 1Y | -8.8% | -16.3% | +7.4% | -2.2% |
| 3Y | +54.1% | +36.4% | +17.7% | +21.4% |
| 5Y | +144.5% | +95.0% | +49.5% | +55.3% |
| All | +563.1% | +793.9% | -230.8% | +130.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling