+588.3%
PHM vs RUN
-29.4%
+617.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -4.1% |
| 7D | -2.5% | +10.2% | -12.6% | -3.9% |
| 30D | -9.7% | -9.6% | 0.0% | -8.4% |
| 3M | +2.2% | -31.5% | +33.7% | +7.4% |
| 6M | -5.7% | -18.7% | +13.0% | -4.1% |
| YTD | +2.8% | -49.9% | +52.7% | +10.0% |
| 1Y | -14.4% | -45.5% | +31.1% | -10.9% |
| 3Y | +52.2% | -34.1% | +86.3% | +30.3% |
| 5Y | +154.3% | -79.4% | +233.7% | +142.4% |
| 10Y | +545.9% | +48.9% | +496.9% | +316.0% |
| All | +588.3% | -29.4% | +617.7% | +357.4% |
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