+2,892.3%
PHM vs VRSN
+7,135.0%
-4,242.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | +16.1% | +3.9% | +12.3% | +15.2% |
| 3M | -2.5% | +9.3% | -11.8% | -4.5% |
| 6M | +12.9% | +6.7% | +6.3% | +10.9% |
| YTD | +9.0% | +30.0% | -21.0% | +2.2% |
| 1Y | +8.2% | +26.0% | -17.8% | +2.1% |
| 3Y | +58.4% | +53.1% | +5.3% | +42.4% |
| 5Y | +159.2% | +35.0% | +124.2% | +139.7% |
| 10Y | +676.9% | +291.7% | +385.1% | +482.5% |
| All | +2,892.3% | +7,135.0% | -4,242.7% | +1,062.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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