+630.8%
PHM vs USFR
+27.5%
+603.2%
-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 | -3.2% | +0.1% | -3.2% | -3.2% |
| 30D | -6.4% | +0.3% | -6.7% | -6.6% |
| 3M | +5.5% | +1.0% | +4.5% | +5.0% |
| 6M | -5.4% | +1.9% | -7.4% | -6.3% |
| YTD | +6.6% | +2.6% | +4.0% | +5.3% |
| 1Y | -8.8% | +4.0% | -12.8% | -10.6% |
| 3Y | +54.1% | +14.1% | +40.0% | +44.3% |
| 5Y | +144.5% | +20.4% | +124.1% | +123.0% |
| 10Y | +569.4% | +28.0% | +541.4% | +502.5% |
| All | +630.8% | +27.5% | +603.2% | +561.9% |
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