-8.8%
PHM vs ZBRA
+18.2%
-27.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -3.2% | +1.8% | -5.0% | -3.5% |
| 30D | -6.4% | -1.7% | -4.7% | -6.2% |
| 3M | +5.5% | +47.8% | -42.3% | -4.0% |
| 6M | -5.4% | +56.7% | -62.2% | -15.8% |
| YTD | +6.6% | +49.4% | -42.8% | -4.9% |
| 1Y | -8.8% | +16.5% | -25.4% | -16.2% |
| All | -8.8% | +18.2% | -27.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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