+159.0%
PHM vs SUI
-27.8%
+186.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -6.1% | -3.8% | -2.3% | -3.8% |
| 30D | +13.7% | +3.9% | +9.8% | +11.3% |
| 3M | -1.5% | +0.2% | -1.8% | -1.6% |
| 6M | +11.3% | -4.2% | +15.4% | +13.8% |
| YTD | +8.9% | -2.5% | +11.5% | +10.1% |
| 1Y | +6.1% | -4.0% | +10.1% | +8.3% |
| 3Y | +57.7% | +16.5% | +41.1% | +38.7% |
| 5Y | +159.0% | -27.2% | +186.2% | +233.1% |
| All | +159.0% | -27.8% | +186.7% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling