+773.3%
PHM vs SFM
+132.6%
+640.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.3% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -6.4% | -4.4% | -2.1% | -5.9% |
| 3M | +5.5% | +1.5% | +4.0% | +4.8% |
| 6M | -5.4% | +6.5% | -11.9% | -7.3% |
| YTD | +6.6% | +2.2% | +4.4% | +5.0% |
| 1Y | -8.8% | -41.9% | +33.0% | -2.4% |
| 3Y | +54.1% | +106.8% | -52.6% | +29.2% |
| 5Y | +144.5% | +231.6% | -87.1% | +83.7% |
| 10Y | +569.4% | +258.4% | +311.0% | +376.7% |
| All | +773.3% | +132.6% | +640.8% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling