+3,634.3%
REGN vs PHM
+8,866.2%
-5,231.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -5.6% | -5.0% | -0.6% | -4.3% |
| 30D | -2.0% | -8.4% | +6.5% | +0.3% |
| 3M | +28.0% | -4.4% | +32.4% | +29.0% |
| 6M | +1.2% | -3.7% | +4.9% | +1.6% |
| YTD | +1.6% | +1.3% | +0.4% | +0.3% |
| 1Y | +38.2% | -14.0% | +52.3% | +42.1% |
| 3Y | -5.4% | +48.1% | -53.5% | -17.4% |
| 5Y | +21.3% | +158.8% | -137.5% | -11.7% |
| 10Y | +105.2% | +562.8% | -457.6% | +3.1% |
| All | +3,634.3% | +8,866.2% | -5,231.9% | +846.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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