+61.5%
PHM vs SAN
+254.8%
-193.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.8% | +3.4% | -8.2% | -5.8% |
| 30D | +16.5% | -6.3% | +22.8% | +18.6% |
| 3M | -2.0% | -14.1% | +12.1% | +2.4% |
| 6M | +12.7% | +4.2% | +8.5% | +10.6% |
| YTD | +11.2% | +9.0% | +2.1% | +6.3% |
| 1Y | +7.7% | +18.8% | -11.0% | +0.2% |
| All | +61.5% | +254.8% | -193.2% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling