+159.0%
PHM vs USFR
+21.4%
+137.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | +13.7% | +0.4% | +13.4% | +13.5% |
| 3M | -1.5% | +1.0% | -2.6% | -2.1% |
| 6M | +11.3% | +2.0% | +9.2% | +9.8% |
| YTD | +8.9% | +3.4% | +5.5% | +5.7% |
| 1Y | +6.1% | +4.1% | +2.0% | +2.0% |
| 3Y | +57.7% | +14.4% | +43.3% | +26.9% |
| 5Y | +159.0% | +21.4% | +137.6% | +72.3% |
| All | +159.0% | +21.4% | +137.6% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling