+557.2%
PHM vs SIRI
-10.2%
+567.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -5.0% | +0.6% | -5.5% | -5.1% |
| 30D | -8.4% | +2.5% | -10.9% | -9.2% |
| 3M | -4.4% | +6.6% | -11.0% | -6.3% |
| 6M | -3.7% | +32.9% | -36.6% | -11.4% |
| YTD | +1.3% | +50.5% | -49.2% | -10.2% |
| 1Y | -14.0% | +28.0% | -42.0% | -20.6% |
| 3Y | +48.1% | -22.4% | +70.5% | +48.5% |
| 5Y | +158.8% | -41.3% | +200.1% | +162.0% |
| All | +557.2% | -10.2% | +567.4% | +421.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling