+10,701.6%
PHM vs SONY
+516.6%
+10,185.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -2.0% |
| 7D | -2.5% | -5.2% | +2.7% | -0.6% |
| 30D | -9.7% | +0.3% | -10.0% | -9.8% |
| 3M | +2.2% | +6.2% | -4.0% | -0.3% |
| 6M | -5.7% | +9.5% | -15.2% | -9.3% |
| YTD | +2.8% | -8.1% | +10.9% | +5.0% |
| 1Y | -14.4% | -17.9% | +3.5% | -9.4% |
| 3Y | +52.2% | +41.5% | +10.7% | +29.8% |
| 5Y | +154.3% | +11.8% | +142.4% | +133.7% |
| 10Y | +545.9% | +275.4% | +270.5% | +282.1% |
| All | +10,701.6% | +516.6% | +10,185.0% | +5,404.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling