+45.8%
PHM vs SCCO
+178.0%
-132.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | -0.4% |
| 7D | -6.4% | -2.7% | -3.7% | -5.9% |
| 30D | -12.1% | -0.2% | -11.9% | -12.4% |
| 3M | -1.5% | +17.8% | -19.3% | -6.4% |
| 6M | -6.0% | +2.3% | -8.3% | -8.2% |
| YTD | -0.3% | +41.6% | -41.9% | -12.1% |
| 1Y | -13.3% | +101.9% | -115.2% | -31.4% |
| All | +45.8% | +178.0% | -132.2% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling