+3,949.8%
PHM vs SPY
+3,091.8%
+858.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -6.4% | +0.1% | -6.5% | -6.5% |
| 3M | +5.5% | +2.0% | +3.5% | +2.7% |
| 6M | -5.4% | +13.0% | -18.5% | -19.0% |
| YTD | +6.6% | +13.5% | -7.0% | -9.4% |
| 1Y | -8.8% | +20.0% | -28.8% | -27.9% |
| 3Y | +54.1% | +77.2% | -23.1% | -26.9% |
| 5Y | +144.5% | +81.9% | +62.6% | +13.4% |
| 10Y | +569.4% | +314.1% | +255.4% | +8.4% |
| All | +3,949.8% | +3,091.8% | +858.0% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling