+566.5%
PHM vs SM
+16.0%
+550.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -3.9% | -0.2% | -3.6% | -3.9% |
| 30D | -8.6% | +20.3% | -28.8% | -10.1% |
| 3M | -2.9% | +22.9% | -25.9% | -5.2% |
| 6M | -5.7% | +47.8% | -53.5% | -10.1% |
| YTD | +1.9% | +107.5% | -105.6% | -6.3% |
| 1Y | -12.3% | +51.7% | -64.1% | -17.1% |
| 3Y | +50.8% | -0.9% | +51.6% | +46.2% |
| 5Y | +157.3% | +112.2% | +45.0% | +129.0% |
| 10Y | +566.5% | +20.3% | +546.2% | +382.0% |
| All | +566.5% | +16.0% | +550.6% | +382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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