+557.2%
PHM vs SCCO
+1,104.1%
-546.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -5.0% | -2.7% | -2.3% | -4.3% |
| 30D | -8.4% | -0.7% | -7.7% | -8.7% |
| 3M | -4.4% | +8.1% | -12.5% | -8.0% |
| 6M | -3.7% | +4.1% | -7.8% | -7.2% |
| YTD | +1.3% | +41.1% | -39.8% | -13.8% |
| 1Y | -14.0% | +95.6% | -109.6% | -35.6% |
| 3Y | +48.1% | +179.3% | -131.1% | -7.3% |
| 5Y | +158.8% | +308.3% | -149.5% | +33.1% |
| All | +557.2% | +1,104.1% | -546.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling