+557.2%
PHM vs SPY
+322.5%
+234.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.6% |
| 7D | -5.0% | -0.8% | -4.2% | -4.1% |
| 30D | -8.4% | -1.1% | -7.4% | -7.3% |
| 3M | -4.4% | +3.9% | -8.3% | -8.6% |
| 6M | -3.7% | +13.6% | -17.3% | -16.7% |
| YTD | +1.3% | +12.7% | -11.4% | -11.7% |
| 1Y | -14.0% | +17.5% | -31.5% | -28.7% |
| 3Y | +48.1% | +76.9% | -28.8% | -25.0% |
| 5Y | +158.8% | +83.6% | +75.2% | +26.9% |
| All | +557.2% | +322.5% | +234.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling