+898.6%
PHM vs SNY
+241.9%
+656.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -5.0% | -3.3% | -1.7% | -3.2% |
| 30D | -8.4% | -2.2% | -6.3% | -7.4% |
| 3M | -4.4% | -3.0% | -1.4% | -3.0% |
| 6M | -3.7% | +2.7% | -6.5% | -5.1% |
| YTD | +1.3% | -6.8% | +8.1% | +4.7% |
| 1Y | -14.0% | -5.3% | -8.8% | -12.2% |
| 3Y | +48.1% | -9.8% | +57.9% | +48.6% |
| 5Y | +158.8% | +9.7% | +149.1% | +125.8% |
| 10Y | +562.8% | +64.5% | +498.3% | +340.3% |
| All | +898.6% | +241.9% | +656.6% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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