+1,156.1%
PHM vs SSNC
+1,037.0%
+119.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.3% | -1.4% |
| 7D | -2.5% | -1.8% | -0.7% | -1.5% |
| 30D | -9.7% | +1.9% | -11.6% | -10.6% |
| 3M | +2.2% | +18.4% | -16.2% | -7.5% |
| 6M | -5.7% | +7.0% | -12.6% | -10.0% |
| YTD | +2.8% | -6.9% | +9.8% | +4.8% |
| 1Y | -14.4% | -8.2% | -6.3% | -12.3% |
| 3Y | +52.2% | +50.5% | +1.7% | +16.5% |
| 5Y | +154.3% | +17.4% | +136.9% | +122.6% |
| 10Y | +545.9% | +164.9% | +380.9% | +244.5% |
| All | +1,156.1% | +1,037.0% | +119.1% | +161.1% |
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