+8,867.5%
PHM vs ZBRA
+8,746.0%
+121.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.4% | -3.8% | -2.6% | -5.3% |
| 30D | -12.1% | -10.2% | -1.9% | -9.5% |
| 3M | -1.5% | +58.7% | -60.2% | -14.7% |
| 6M | -6.0% | +61.9% | -67.9% | -19.5% |
| YTD | -0.3% | +41.7% | -42.0% | -11.9% |
| 1Y | -13.3% | +12.4% | -25.7% | -18.6% |
| 3Y | +47.6% | +34.2% | +13.4% | +28.4% |
| 5Y | +154.7% | -40.8% | +195.5% | +172.1% |
| 10Y | +552.4% | +420.3% | +132.1% | +280.0% |
| All | +8,867.5% | +8,746.0% | +121.5% | +2,749.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling