+163.2%
PHM vs SBAC
-39.6%
+202.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | -4.1% | +0.6% | -4.8% | -4.4% |
| 30D | +16.1% | +5.5% | +10.7% | +13.6% |
| 3M | -2.5% | +3.1% | -5.6% | -3.9% |
| 6M | +12.9% | -7.0% | +19.9% | +15.3% |
| YTD | +9.0% | +0.5% | +8.5% | +6.3% |
| 1Y | +8.2% | +0.2% | +7.9% | +5.5% |
| 3Y | +58.4% | -7.4% | +65.8% | +57.4% |
| All | +163.2% | -39.6% | +202.9% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling