+566.5%
PHM vs SAN
+329.5%
+237.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -8.6% | -0.1% | -8.5% | -8.5% |
| 3M | -2.9% | +19.6% | -22.6% | -9.0% |
| 6M | -5.7% | +32.7% | -38.4% | -14.8% |
| YTD | +1.9% | +26.7% | -24.8% | -7.3% |
| 1Y | -12.3% | +51.6% | -64.0% | -25.3% |
| 3Y | +50.8% | +348.7% | -298.0% | -14.5% |
| 5Y | +157.3% | +378.7% | -221.4% | +36.7% |
| 10Y | +566.5% | +336.9% | +229.6% | +211.9% |
| All | +566.5% | +329.5% | +237.0% | +211.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling