+12.7%
PHM vs Z
-28.9%
+41.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | -4.8% | -13.1% | +8.3% | -0.4% |
| 30D | +16.5% | +5.9% | +10.7% | +14.4% |
| 3M | -2.0% | -13.7% | +11.7% | +1.6% |
| 6M | +12.7% | -27.1% | +39.8% | +24.2% |
| All | +12.7% | -28.9% | +41.6% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling