+678.2%
PHM vs RACE
+658.9%
+19.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | +6.2% | +5.1% | +1.1% | +3.7% |
| 30D | +17.9% | +7.7% | +10.3% | +13.9% |
| 3M | +2.5% | +2.2% | +0.3% | +1.4% |
| 6M | +10.8% | +23.8% | -13.0% | -0.4% |
| YTD | +13.7% | +13.9% | -0.2% | +5.8% |
| 1Y | +12.4% | +3.8% | +8.6% | +9.1% |
| 3Y | +65.6% | +28.0% | +37.6% | +38.0% |
| 5Y | +175.3% | +64.9% | +110.4% | +98.2% |
| 10Y | +713.9% | +780.4% | -66.4% | +219.3% |
| All | +678.2% | +658.9% | +19.3% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling