+440.6%
PHM vs UUUU
-92.0%
+532.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | -3.9% | +1.8% | -5.7% | -4.0% |
| 30D | -8.6% | +1.8% | -10.4% | -8.8% |
| 3M | -2.9% | +1.3% | -4.2% | -3.4% |
| 6M | -5.7% | -26.8% | +21.1% | -4.3% |
| YTD | +1.9% | +0.1% | +1.8% | -0.3% |
| 1Y | -12.3% | +11.2% | -23.6% | -16.1% |
| 3Y | +50.8% | +97.7% | -46.9% | +33.0% |
| 5Y | +157.3% | +127.3% | +29.9% | +117.5% |
| 10Y | +566.5% | +532.6% | +33.9% | +377.0% |
| All | +440.6% | -92.0% | +532.5% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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