+557.2%
PHM vs SSNC
+173.6%
+383.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.6% |
| 7D | -5.0% | -4.0% | -0.9% | -2.7% |
| 30D | -8.4% | +0.5% | -9.0% | -8.7% |
| 3M | -4.4% | +18.9% | -23.4% | -13.8% |
| 6M | -3.7% | +10.8% | -14.6% | -10.0% |
| YTD | +1.3% | -7.1% | +8.4% | +3.6% |
| 1Y | -14.0% | -9.6% | -4.4% | -10.8% |
| 3Y | +48.1% | +51.1% | -2.9% | +11.9% |
| 5Y | +158.8% | +19.7% | +139.1% | +121.9% |
| All | +557.2% | +173.6% | +383.6% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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