+157.3%
PHM vs SPY
+81.0%
+76.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -3.9% | -0.4% | -3.5% | -3.5% |
| 30D | -8.6% | -1.4% | -7.2% | -7.1% |
| 3M | -2.9% | +3.7% | -6.6% | -6.7% |
| 6M | -5.7% | +13.0% | -18.7% | -17.4% |
| YTD | +1.9% | +12.4% | -10.5% | -10.4% |
| 1Y | -12.3% | +18.5% | -30.9% | -27.4% |
| 3Y | +50.8% | +77.6% | -26.9% | -24.1% |
| 5Y | +157.3% | +81.7% | +75.6% | +28.6% |
| All | +157.3% | +81.0% | +76.3% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling