+1,534.6%
PHM vs SPXU
-100.0%
+1,634.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.7% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -6.4% | +0.8% | -7.3% | -5.9% |
| 3M | +5.5% | -4.7% | +10.2% | +4.3% |
| 6M | -5.4% | -29.6% | +24.2% | -17.0% |
| YTD | +6.6% | -29.9% | +36.5% | -6.2% |
| 1Y | -8.8% | -39.1% | +30.2% | -24.0% |
| 3Y | +54.1% | -80.0% | +134.1% | -12.3% |
| 5Y | +144.5% | -86.0% | +230.5% | +47.0% |
| 10Y | +569.4% | -99.5% | +668.9% | +24.6% |
| All | +1,534.6% | -100.0% | +1,634.6% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling