+1,231.6%
PHM vs SSNC
+1,023.6%
+208.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -4.1% | +2.3% | -6.4% | -5.4% |
| 30D | +16.1% | -3.1% | +19.3% | +17.8% |
| 3M | -2.5% | -2.7% | +0.2% | -1.4% |
| 6M | +12.9% | +23.7% | -10.8% | -0.9% |
| YTD | +9.0% | -8.0% | +17.0% | +11.3% |
| 1Y | +8.2% | -4.7% | +12.9% | +8.2% |
| 3Y | +58.4% | +58.0% | +0.5% | +17.4% |
| 5Y | +159.2% | +8.0% | +151.2% | +136.8% |
| 10Y | +676.9% | +183.8% | +493.0% | +298.2% |
| All | +1,231.6% | +1,023.6% | +208.0% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling