+124.7%
PHM vs SOXQ
+279.9%
-155.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.2% |
| 7D | -6.4% | +2.3% | -8.7% | -7.1% |
| 30D | -12.1% | -3.9% | -8.2% | -11.1% |
| 3M | -1.5% | -4.7% | +3.2% | -1.9% |
| 6M | -6.0% | +47.9% | -53.9% | -22.6% |
| YTD | -0.3% | +64.3% | -64.6% | -21.9% |
| 1Y | -13.3% | +95.7% | -109.1% | -37.7% |
| 3Y | +47.6% | +231.5% | -183.9% | -24.4% |
| 5Y | +154.7% | +255.0% | -100.3% | +22.4% |
| All | +124.7% | +279.9% | -155.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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