+156.9%
PHM vs SPXU
-86.1%
+243.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.7% |
| 7D | -5.0% | +2.5% | -7.5% | -4.0% |
| 30D | -8.4% | +4.2% | -12.6% | -6.9% |
| 3M | -4.4% | -9.3% | +4.8% | -7.1% |
| 6M | -3.7% | -30.7% | +27.0% | -14.0% |
| YTD | +1.3% | -28.1% | +29.4% | -8.0% |
| 1Y | -14.0% | -35.2% | +21.2% | -24.3% |
| 3Y | +48.1% | -79.9% | +128.1% | -8.7% |
| All | +156.9% | -86.1% | +243.0% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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