+647.5%
PHM vs USFR
+28.6%
+618.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +16.1% | +0.4% | +15.8% | +16.0% |
| 3M | -2.5% | +1.1% | -3.6% | -3.0% |
| 6M | +12.9% | +2.0% | +10.9% | +11.9% |
| YTD | +9.0% | +3.5% | +5.5% | +7.3% |
| 1Y | +8.2% | +4.1% | +4.1% | +6.1% |
| 3Y | +58.4% | +14.4% | +44.1% | +48.3% |
| 5Y | +159.2% | +21.4% | +137.8% | +135.6% |
| 10Y | +676.9% | +28.6% | +648.3% | +596.8% |
| All | +647.5% | +28.6% | +618.8% | +574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling