+566.2%
PHM vs SHAK
+34.1%
+532.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +0.6% |
| 7D | -3.9% | -7.2% | +3.3% | -2.2% |
| 30D | -8.6% | -11.8% | +3.3% | -5.9% |
| 3M | -2.9% | +17.2% | -20.1% | -6.9% |
| 6M | -5.7% | -34.1% | +28.4% | +1.8% |
| YTD | +1.9% | -22.4% | +24.2% | +5.2% |
| 1Y | -12.3% | -35.9% | +23.6% | -5.6% |
| 3Y | +50.8% | -3.4% | +54.1% | +39.2% |
| 5Y | +157.3% | -25.4% | +182.7% | +141.4% |
| 10Y | +566.5% | +83.4% | +483.1% | +387.7% |
| All | +566.2% | +34.1% | +532.2% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling