-8.8%
PHM vs SONY
-10.8%
+2.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | -6.4% | +9.4% | -15.9% | -8.6% |
| 3M | +5.5% | +10.5% | -5.0% | +2.1% |
| 6M | -5.4% | +11.7% | -17.1% | -9.4% |
| YTD | +6.6% | -4.1% | +10.6% | +5.4% |
| 1Y | -8.8% | -11.8% | +2.9% | -7.7% |
| All | -8.8% | -10.8% | +2.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling