+629.7%
PHM vs RUN
-33.9%
+663.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -4.1% | -13.5% | +9.4% | -2.1% |
| 30D | +16.1% | +18.3% | -2.2% | +12.9% |
| 3M | -2.5% | -12.5% | +10.0% | -1.2% |
| 6M | +12.9% | -40.3% | +53.2% | +20.2% |
| YTD | +9.0% | -53.1% | +62.1% | +17.1% |
| 1Y | +8.2% | -54.3% | +62.4% | +16.2% |
| 3Y | +58.4% | -6.5% | +64.9% | +28.1% |
| 5Y | +159.2% | -85.3% | +244.5% | +161.4% |
| 10Y | +676.9% | +68.9% | +608.0% | +398.0% |
| All | +629.7% | -33.9% | +663.6% | +387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling