+8.2%
PHM vs Z
-58.2%
+66.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.7% |
| 7D | -4.1% | +0.8% | -5.0% | -4.3% |
| 30D | +16.1% | +5.2% | +11.0% | +15.0% |
| 3M | -2.5% | -17.0% | +14.5% | +0.3% |
| 6M | +12.9% | -22.7% | +35.6% | +16.2% |
| YTD | +9.0% | -56.3% | +65.3% | +19.9% |
| 1Y | +8.2% | -57.7% | +65.8% | +18.4% |
| All | +8.2% | -58.2% | +66.4% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling