+191.3%
PHM vs ZCMD
-100.0%
+291.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.7% | +1.7% |
| 7D | -5.0% | -5.4% | +0.5% | -4.9% |
| 30D | -8.4% | -24.8% | +16.3% | -8.2% |
| 3M | -4.4% | -62.8% | +58.4% | -5.1% |
| 6M | -3.7% | -99.5% | +95.8% | +1.7% |
| YTD | +1.3% | -99.8% | +101.0% | +8.3% |
| 1Y | -14.0% | -99.9% | +85.9% | -6.5% |
| 3Y | +48.1% | -100.0% | +148.1% | +65.6% |
| 5Y | +158.8% | -100.0% | +258.8% | +190.7% |
| All | +191.3% | -100.0% | +291.3% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling