-8.8%
PHM vs SAN
+58.9%
-67.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.2% | +1.8% | -5.0% | -3.7% |
| 30D | -6.4% | +2.0% | -8.4% | -7.0% |
| 3M | +5.5% | +19.7% | -14.2% | -0.3% |
| 6M | -5.4% | +30.6% | -36.1% | -13.1% |
| YTD | +6.6% | +28.8% | -22.3% | -4.4% |
| 1Y | -8.8% | +57.8% | -66.6% | -21.0% |
| All | -8.8% | +58.9% | -67.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling