+14.6%
PHM vs SIRI
+59.9%
-45.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.4% | -1.3% | +4.5% |
| 7D | +13.6% | +22.3% | -8.7% | +7.0% |
| 30D | +19.3% | +26.9% | -7.7% | +11.3% |
| 3M | +3.5% | +9.6% | -6.1% | +0.3% |
| 6M | +18.6% | +27.2% | -8.6% | +10.4% |
| YTD | +16.7% | +72.4% | -55.7% | -3.0% |
| 1Y | +14.6% | +59.9% | -45.3% | -1.3% |
| All | +14.6% | +59.9% | -45.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling