+645.4%
PHM vs RACE
+639.5%
+5.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.8% |
| 7D | -6.1% | -4.0% | -2.1% | -4.2% |
| 30D | +13.7% | +3.5% | +10.2% | +12.0% |
| 3M | -1.5% | -0.4% | -1.1% | -1.4% |
| 6M | +11.3% | +23.2% | -11.9% | +0.3% |
| YTD | +8.9% | +11.0% | -2.1% | +2.6% |
| 1Y | +6.1% | -2.2% | +8.3% | +6.1% |
| 3Y | +57.7% | +22.5% | +35.1% | +34.3% |
| 5Y | +159.0% | +63.2% | +95.8% | +87.5% |
| 10Y | +676.2% | +704.3% | -28.1% | +214.7% |
| All | +645.4% | +639.5% | +5.9% | +165.9% |
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