+52.2%
PHM vs SFM
+96.9%
-44.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -3.0% |
| 7D | -2.5% | -5.8% | +3.3% | -2.0% |
| 30D | -9.7% | -11.4% | +1.7% | -8.8% |
| 3M | +2.2% | -12.2% | +14.4% | +3.1% |
| 6M | -5.7% | -5.2% | -0.5% | -5.7% |
| YTD | +2.8% | -4.5% | +7.3% | +2.6% |
| 1Y | -14.4% | -45.4% | +31.0% | -9.9% |
| 3Y | +52.2% | +91.1% | -38.9% | +23.5% |
| All | +52.2% | +96.9% | -44.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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