+4,873.3%
PHM vs SM
+1,264.2%
+3,609.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +2.9% |
| 7D | +3.5% | -22.3% | +25.8% | +6.9% |
| 30D | +21.2% | -21.4% | +42.5% | +24.7% |
| 3M | +2.5% | +1.4% | +1.1% | +1.2% |
| 6M | +16.1% | +0.1% | +16.0% | +13.8% |
| YTD | +16.6% | +59.0% | -42.3% | +5.4% |
| 1Y | +14.4% | +64.3% | -49.9% | +2.8% |
| 3Y | +71.9% | -13.1% | +85.0% | +65.6% |
| 5Y | +174.3% | -13.9% | +188.2% | +154.0% |
| 10Y | +744.0% | +1.7% | +742.3% | +437.8% |
| All | +4,873.3% | +1,264.2% | +3,609.1% | +1,655.6% |
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