+156.9%
PHM vs SHAK
-22.8%
+179.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.8% |
| 7D | -5.0% | -8.3% | +3.3% | -2.8% |
| 30D | -8.4% | -12.6% | +4.2% | -5.2% |
| 3M | -4.4% | +9.1% | -13.5% | -7.1% |
| 6M | -3.7% | -31.2% | +27.5% | +3.6% |
| YTD | +1.3% | -21.6% | +22.9% | +4.5% |
| 1Y | -14.0% | -38.8% | +24.7% | -5.4% |
| 3Y | +48.1% | +0.6% | +47.5% | +28.4% |
| All | +156.9% | -22.8% | +179.7% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 5y: compounded portfolio wealth divided by compounded SHAK 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…
5y analysis · Full analysis span regression · 6 months rolling