+6.1%
PHM vs Z
-61.0%
+67.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -6.1% | -4.9% | -1.2% | -5.0% |
| 30D | +13.7% | +3.0% | +10.8% | +13.3% |
| 3M | -1.5% | -13.4% | +11.9% | +0.9% |
| 6M | +11.3% | -27.3% | +38.6% | +15.8% |
| YTD | +8.9% | -57.8% | +66.7% | +21.2% |
| 1Y | +6.1% | -60.0% | +66.1% | +19.3% |
| All | +6.1% | -61.0% | +67.1% | +19.3% |
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