+2,568.7%
PHM vs SBAC
+2,208.1%
+360.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -6.4% | +6.9% | -13.4% | -7.6% |
| 3M | +5.5% | -8.2% | +13.7% | +6.9% |
| 6M | -5.4% | -1.6% | -3.8% | -5.9% |
| YTD | +6.6% | -0.1% | +6.7% | +5.7% |
| 1Y | -8.8% | -0.5% | -8.4% | -9.6% |
| 3Y | +54.1% | -9.1% | +63.2% | +55.1% |
| 5Y | +144.5% | -43.8% | +188.3% | +167.5% |
| 10Y | +569.4% | +80.5% | +488.9% | +500.4% |
| All | +2,568.7% | +2,208.1% | +360.6% | +1,484.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling