+154.7%
PHM vs ZBRA
-40.9%
+195.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -6.4% | -3.8% | -2.6% | -5.1% |
| 30D | -12.1% | -10.2% | -1.9% | -8.8% |
| 3M | -1.5% | +58.7% | -60.2% | -18.4% |
| 6M | -6.0% | +61.9% | -67.9% | -23.4% |
| YTD | -0.3% | +41.7% | -42.0% | -15.3% |
| 1Y | -13.3% | +12.4% | -25.7% | -20.0% |
| 3Y | +47.6% | +34.2% | +13.4% | +19.5% |
| 5Y | +154.7% | -40.8% | +195.5% | +207.5% |
| All | +154.7% | -40.9% | +195.6% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling