+3,432.8%
PHM vs SUI
+4,037.5%
-604.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | -3.2% | -2.8% | -0.4% | -1.4% |
| 30D | -6.4% | -1.2% | -5.3% | -5.7% |
| 3M | +5.5% | -1.7% | +7.2% | +6.4% |
| 6M | -5.4% | -10.5% | +5.0% | +1.3% |
| YTD | +6.6% | -1.8% | +8.4% | +7.3% |
| 1Y | -8.8% | -4.1% | -4.8% | -7.0% |
| 3Y | +54.1% | +11.3% | +42.9% | +39.0% |
| 5Y | +144.5% | -32.1% | +176.6% | +200.5% |
| 10Y | +569.4% | +110.4% | +459.0% | +282.9% |
| All | +3,432.8% | +4,037.5% | -604.7% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling