+143.7%
PEG vs PHM
+557.7%
-414.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.3% |
| 7D | -0.9% | -6.4% | +5.4% | +0.4% |
| 30D | -2.8% | -12.1% | +9.3% | -0.2% |
| 3M | -6.9% | -1.5% | -5.4% | -6.9% |
| 6M | -11.4% | -6.0% | -5.4% | -10.8% |
| YTD | -7.4% | -0.3% | -7.1% | -8.1% |
| 1Y | -8.3% | -13.3% | +5.1% | -6.4% |
| 3Y | +31.5% | +47.6% | -16.0% | +15.9% |
| 5Y | +38.0% | +154.7% | -116.8% | +3.5% |
| All | +143.7% | +557.7% | -414.0% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling