+4,038.6%
PHM vs SPY
+3,045.4%
+993.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | -6.1% | +3.3% | -9.4% | -9.9% |
| 30D | +13.7% | -2.7% | +16.4% | +17.2% |
| 3M | -1.5% | -1.7% | +0.2% | +0.3% |
| 6M | +11.3% | +3.1% | +8.2% | +6.4% |
| YTD | +8.9% | +11.9% | -3.0% | -6.1% |
| 1Y | +6.1% | +12.0% | -5.9% | -8.6% |
| 3Y | +57.7% | +78.2% | -20.5% | -26.3% |
| 5Y | +159.0% | +73.2% | +85.7% | +27.3% |
| 10Y | +676.2% | +309.6% | +366.5% | +26.7% |
| All | +4,038.6% | +3,045.4% | +993.2% | -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 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