+692.1%
PHM vs Z
-14.8%
+706.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -4.8% | -13.1% | +8.3% | -1.1% |
| 30D | +16.5% | +5.9% | +10.7% | +14.4% |
| 3M | -2.0% | -13.7% | +11.7% | +1.4% |
| 6M | +12.7% | -27.1% | +39.8% | +21.5% |
| YTD | +11.2% | -56.8% | +68.0% | +36.6% |
| 1Y | +7.7% | -60.2% | +68.0% | +35.3% |
| 3Y | +60.9% | -19.7% | +80.6% | +60.9% |
| 5Y | +167.7% | -53.7% | +221.4% | +193.0% |
| 10Y | +692.1% | -16.9% | +708.9% | +535.6% |
| All | +692.1% | -14.8% | +706.8% | +535.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling