+557.2%
PHM vs SONY
+293.1%
+264.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | -5.0% | -2.7% | -2.3% | -3.9% |
| 30D | -8.4% | +1.5% | -10.0% | -9.1% |
| 3M | -4.4% | +13.0% | -17.4% | -9.6% |
| 6M | -3.7% | +11.2% | -15.0% | -8.8% |
| YTD | +1.3% | -6.6% | +7.9% | +3.2% |
| 1Y | -14.0% | -18.1% | +4.1% | -7.8% |
| 3Y | +48.1% | +42.1% | +6.0% | +19.9% |
| 5Y | +158.8% | +11.0% | +147.7% | +129.9% |
| All | +557.2% | +293.1% | +264.2% | +273.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling