+652.4%
PHM vs Z
+10.9%
+641.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +1.5% |
| 7D | +3.5% | -5.2% | +8.7% | +4.9% |
| 30D | +21.2% | +5.7% | +15.5% | +19.0% |
| 3M | +2.5% | -8.7% | +11.2% | +4.3% |
| 6M | +16.1% | -26.0% | +42.1% | +24.5% |
| YTD | +16.6% | -55.0% | +71.7% | +41.1% |
| 1Y | +14.4% | -58.0% | +72.4% | +40.9% |
| 3Y | +71.9% | -15.2% | +87.1% | +69.5% |
| 5Y | +174.3% | -53.8% | +228.2% | +200.0% |
| 10Y | +744.0% | -14.5% | +758.5% | +569.0% |
| All | +652.4% | +10.9% | +641.5% | +448.4% |
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