-14.0%
PHM vs SPXS
-36.2%
+22.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.9% |
| 7D | -5.0% | +2.5% | -7.5% | -4.2% |
| 30D | -8.4% | +4.2% | -12.6% | -7.2% |
| 3M | -4.4% | -9.3% | +4.9% | -6.4% |
| 6M | -3.7% | -30.7% | +27.0% | -12.8% |
| YTD | +1.3% | -28.1% | +29.3% | -7.4% |
| 1Y | -14.0% | -35.1% | +21.0% | -23.6% |
| All | -14.0% | -36.2% | +22.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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