+154.3%
PHM vs Z
-67.0%
+221.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -1.7% |
| 7D | -2.5% | -3.3% | +0.8% | -1.6% |
| 30D | -9.7% | -3.7% | -5.9% | -8.9% |
| 3M | +2.2% | -7.0% | +9.2% | +3.7% |
| 6M | -5.7% | -29.5% | +23.8% | +3.0% |
| YTD | +2.8% | -52.6% | +55.4% | +24.7% |
| 1Y | -14.4% | -64.0% | +49.6% | +12.4% |
| 3Y | +52.2% | -36.4% | +88.6% | +63.2% |
| 5Y | +154.3% | -65.8% | +220.0% | +153.3% |
| All | +154.3% | -67.0% | +221.3% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling