+11,350.9%
PHM vs SAN
+1,735.1%
+9,615.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -4.1% | +4.0% | -8.1% | -5.7% |
| 30D | +16.1% | -7.8% | +24.0% | +19.7% |
| 3M | -2.5% | -16.4% | +13.9% | +4.3% |
| 6M | +12.9% | +3.5% | +9.4% | +10.7% |
| YTD | +9.0% | +6.7% | +2.3% | +4.4% |
| 1Y | +8.2% | +14.5% | -6.3% | +0.6% |
| 3Y | +58.4% | +243.5% | -185.1% | -7.7% |
| 5Y | +159.2% | +296.2% | -137.0% | +36.7% |
| 10Y | +676.9% | +268.5% | +408.3% | +282.9% |
| All | +11,350.9% | +1,735.1% | +9,615.8% | +3,361.3% |
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