+11,095.6%
PHM vs SAN
+2,116.5%
+8,979.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.2% | +1.8% | -5.0% | -3.9% |
| 30D | -6.4% | +2.0% | -8.4% | -7.2% |
| 3M | +5.5% | +19.7% | -14.2% | -2.1% |
| 6M | -5.4% | +30.6% | -36.1% | -15.4% |
| YTD | +6.6% | +28.8% | -22.3% | -5.1% |
| 1Y | -8.8% | +57.8% | -66.6% | -25.3% |
| 3Y | +54.1% | +338.1% | -284.0% | -18.4% |
| 5Y | +144.5% | +384.2% | -239.7% | +19.0% |
| 10Y | +569.4% | +353.1% | +216.3% | +203.8% |
| All | +11,095.6% | +2,116.5% | +8,979.2% | +3,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling