+4,445.0%
PHM vs SM
+1,608.3%
+2,836.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -6.4% | +26.3% | -32.7% | -9.8% |
| 3M | +5.5% | +8.7% | -3.2% | +3.2% |
| 6M | -5.4% | +51.7% | -57.1% | -12.9% |
| YTD | +6.6% | +99.0% | -92.5% | -6.0% |
| 1Y | -8.8% | +34.6% | -43.4% | -15.1% |
| 3Y | +54.1% | -7.8% | +61.9% | +48.1% |
| 5Y | +144.5% | +104.8% | +39.7% | +99.8% |
| 10Y | +569.4% | +7.2% | +562.2% | +328.0% |
| All | +4,445.0% | +1,608.3% | +2,836.7% | +1,465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling