+3,518.2%
PHM vs SCCO
+35,790.2%
-32,272.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | -3.9% | +2.4% | -6.3% | -4.8% |
| 30D | -8.6% | +6.4% | -15.0% | -11.0% |
| 3M | -2.9% | +21.6% | -24.5% | -10.5% |
| 6M | -5.7% | +13.4% | -19.1% | -11.9% |
| YTD | +1.9% | +52.6% | -50.8% | -15.7% |
| 1Y | -12.3% | +122.4% | -134.7% | -37.3% |
| 3Y | +50.8% | +208.5% | -157.7% | -7.9% |
| 5Y | +157.3% | +353.9% | -196.6% | +31.1% |
| 10Y | +566.5% | +1,187.3% | -620.7% | +118.5% |
| All | +3,518.2% | +35,790.2% | -32,272.0% | +408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling