+4,902.0%
PHM vs SIRI
-17.9%
+4,919.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.5% |
| 7D | -2.5% | +4.3% | -6.8% | -2.9% |
| 30D | -9.7% | -2.8% | -6.8% | -9.4% |
| 3M | +2.2% | +5.9% | -3.7% | +1.6% |
| 6M | -5.7% | +31.9% | -37.6% | -8.4% |
| YTD | +2.8% | +48.7% | -45.8% | -1.4% |
| 1Y | -14.4% | +23.2% | -37.6% | -16.5% |
| 3Y | +52.2% | -23.9% | +76.1% | +53.0% |
| 5Y | +154.3% | -43.4% | +197.7% | +158.4% |
| 10Y | +545.9% | -13.6% | +559.5% | +533.6% |
| All | +4,902.0% | -17.9% | +4,919.9% | +3,560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling