+163.2%
PHM vs SPXS
-83.0%
+246.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.6% |
| 7D | -4.1% | -7.5% | +3.4% | -6.6% |
| 30D | +16.1% | +5.3% | +10.8% | +18.9% |
| 3M | -2.5% | +9.7% | -12.2% | +1.7% |
| 6M | +12.9% | -4.6% | +17.5% | +12.9% |
| YTD | +9.0% | -25.8% | +34.8% | +0.8% |
| 1Y | +8.2% | -28.8% | +36.9% | -1.2% |
| 3Y | +58.4% | -80.2% | +138.6% | -3.7% |
| All | +163.2% | -83.0% | +246.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling