+45.8%
PHM vs SIRI
-23.3%
+69.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -6.4% | -3.0% | -3.4% | -5.8% |
| 30D | -12.1% | +1.3% | -13.4% | -12.4% |
| 3M | -1.5% | +5.6% | -7.2% | -2.6% |
| 6M | -6.0% | +35.2% | -41.2% | -11.5% |
| YTD | -0.3% | +49.1% | -49.4% | -7.9% |
| 1Y | -13.3% | +26.8% | -40.1% | -17.8% |
| All | +45.8% | -23.3% | +69.1% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling