+792.5%
PHM vs SFM
+46.8%
+745.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -6.1% | -0.4% | -5.7% | -6.1% |
| 30D | +13.7% | -19.2% | +32.9% | +16.6% |
| 3M | -1.5% | -40.3% | +38.8% | +5.5% |
| 6M | +11.3% | -40.9% | +52.1% | +18.9% |
| YTD | +8.9% | -35.5% | +44.4% | +14.1% |
| 1Y | +6.1% | -37.4% | +43.5% | +11.6% |
| 3Y | +57.7% | +25.5% | +32.2% | +41.6% |
| 5Y | +159.0% | +113.0% | +45.9% | +106.3% |
| 10Y | +676.2% | +136.3% | +539.8% | +485.5% |
| All | +792.5% | +46.8% | +745.7% | +621.1% |
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