+36.5%
PEG vs PHM
+59.3%
-22.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +4.5% | -4.1% | +8.6% | +5.1% |
| 30D | +7.5% | +16.1% | -8.6% | +5.4% |
| 3M | +0.8% | -2.5% | +3.3% | +1.0% |
| 6M | 0.0% | +12.9% | -12.9% | -1.8% |
| YTD | -3.0% | +9.0% | -12.1% | -4.6% |
| 1Y | -4.7% | +8.2% | -12.9% | -6.2% |
| 3Y | +36.5% | +58.4% | -22.0% | +18.7% |
| All | +36.5% | +59.3% | -22.8% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling