+79.1%
PEP vs PHM
+545.0%
-465.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.1% |
| 7D | -1.7% | -3.9% | +2.2% | -1.0% |
| 30D | +0.3% | -8.6% | +8.9% | +1.9% |
| 3M | -3.2% | -2.9% | -0.3% | -3.0% |
| 6M | -13.6% | -5.7% | -7.9% | -13.1% |
| YTD | -1.9% | +1.9% | -3.7% | -2.8% |
| 1Y | -0.6% | -12.3% | +11.7% | +0.9% |
| 3Y | -13.6% | +50.8% | -64.4% | -22.0% |
| 5Y | +3.2% | +157.3% | -154.1% | -17.9% |
| 10Y | +79.1% | +566.5% | -487.5% | +24.9% |
| All | +79.1% | +545.0% | -465.9% | +24.9% |
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