+623.2%
PHM vs Z
+4.8%
+618.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.6% | -2.4% |
| 7D | +2.9% | -6.5% | +9.4% | +4.7% |
| 30D | +16.5% | -0.1% | +16.6% | +16.2% |
| 3M | +0.6% | -14.1% | +14.8% | +4.2% |
| 6M | +11.6% | -30.1% | +41.6% | +21.6% |
| YTD | +12.1% | -57.5% | +69.6% | +37.8% |
| 1Y | +9.6% | -60.3% | +69.9% | +37.1% |
| 3Y | +62.3% | -21.0% | +83.3% | +63.2% |
| 5Y | +170.4% | -54.9% | +225.3% | +198.0% |
| 10Y | +683.0% | -16.0% | +699.0% | +525.5% |
| All | +623.2% | +4.8% | +618.4% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling