+160.2%
PHM vs RUN
-80.9%
+241.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | -0.4% |
| 7D | -3.9% | -1.8% | -2.1% | -3.7% |
| 30D | -8.6% | -10.8% | +2.3% | -7.3% |
| 3M | -2.9% | -30.2% | +27.2% | +1.2% |
| 6M | -5.7% | -22.3% | +16.6% | -3.7% |
| YTD | +1.9% | -52.2% | +54.0% | +8.6% |
| 1Y | -12.3% | -45.1% | +32.8% | -9.3% |
| 3Y | +50.8% | -37.1% | +87.9% | +30.7% |
| All | +160.2% | -80.9% | +241.1% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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