+4,544.6%
PHM vs SM
+1,436.3%
+3,108.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.7% |
| 7D | -6.1% | +10.6% | -16.7% | -7.5% |
| 30D | +13.7% | -15.0% | +28.7% | +15.7% |
| 3M | -1.5% | +1.7% | -3.2% | -2.7% |
| 6M | +11.3% | +5.9% | +5.4% | +8.1% |
| YTD | +8.9% | +79.0% | -70.1% | -3.3% |
| 1Y | +6.1% | +84.7% | -78.6% | -6.3% |
| 3Y | +57.7% | -3.5% | +61.1% | +49.5% |
| 5Y | +159.0% | +4.9% | +154.0% | +132.9% |
| 10Y | +676.2% | +17.7% | +658.5% | +383.2% |
| All | +4,544.6% | +1,436.3% | +3,108.3% | +1,510.8% |
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