+546.9%
PHM vs USFR
+28.0%
+518.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.2% |
| 7D | -6.4% | +0.1% | -6.4% | -6.5% |
| 30D | -12.1% | +0.3% | -12.4% | -12.6% |
| 3M | -1.5% | +1.0% | -2.5% | -3.1% |
| 6M | -6.0% | +1.9% | -7.9% | -9.0% |
| YTD | -0.3% | +2.7% | -3.0% | -4.7% |
| 1Y | -13.3% | +4.0% | -17.4% | -19.1% |
| 3Y | +47.6% | +14.1% | +33.5% | +15.9% |
| 5Y | +154.7% | +20.5% | +134.2% | +79.9% |
| All | +546.9% | +28.0% | +518.9% | +340.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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