+176.2%
PHM vs RACE
+65.0%
+111.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | +6.2% | +5.1% | +1.1% | +3.7% |
| 30D | +17.9% | +7.7% | +10.3% | +13.8% |
| 3M | +2.5% | +2.2% | +0.3% | +1.3% |
| 6M | +10.8% | +23.8% | -13.0% | -0.8% |
| YTD | +13.7% | +13.9% | -0.2% | +5.5% |
| 1Y | +12.4% | +3.8% | +8.6% | +9.0% |
| 3Y | +65.6% | +28.0% | +37.6% | +30.8% |
| All | +176.2% | +65.0% | +111.2% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling