+2,878.2%
PEG vs PHM
+11,050.0%
-8,171.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.2% |
| 7D | +1.0% | -2.5% | +3.5% | +1.4% |
| 30D | -1.9% | -9.7% | +7.8% | -0.6% |
| 3M | -3.7% | +2.2% | -5.9% | -4.2% |
| 6M | -9.4% | -5.7% | -3.8% | -9.0% |
| YTD | -6.0% | +2.8% | -8.8% | -6.8% |
| 1Y | -4.4% | -14.4% | +10.1% | -2.9% |
| 3Y | +33.5% | +52.2% | -18.7% | +23.6% |
| 5Y | +35.7% | +154.3% | -118.5% | +15.5% |
| 10Y | +140.4% | +545.9% | -405.4% | +76.1% |
| All | +2,878.2% | +11,050.0% | -8,171.8% | +1,337.5% |
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