+159.0%
PHM vs SPY
+74.0%
+84.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | -6.1% | +3.3% | -9.4% | -9.3% |
| 30D | +13.7% | -2.7% | +16.4% | +16.7% |
| 3M | -1.5% | -1.7% | +0.2% | 0.0% |
| 6M | +11.3% | +3.1% | +8.2% | +7.1% |
| YTD | +8.9% | +11.9% | -3.0% | -4.1% |
| 1Y | +6.1% | +12.0% | -5.9% | -6.6% |
| 3Y | +57.7% | +78.2% | -20.5% | -21.8% |
| 5Y | +159.0% | +73.2% | +85.7% | +36.4% |
| All | +159.0% | +74.0% | +84.9% | +36.4% |
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