+89.6%
PEP vs PHM
+709.0%
-619.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.9% |
| 7D | +4.6% | +2.9% | +1.7% | +4.0% |
| 30D | +14.0% | +16.5% | -2.5% | +10.8% |
| 3M | +5.4% | +0.6% | +4.7% | +5.1% |
| 6M | -5.1% | +11.6% | -16.7% | -7.4% |
| YTD | +3.1% | +12.1% | -9.0% | +0.2% |
| 1Y | +4.8% | +9.6% | -4.8% | +2.2% |
| 3Y | -4.1% | +62.3% | -66.4% | -14.7% |
| 5Y | +3.0% | +170.4% | -167.4% | -19.0% |
| 10Y | +89.6% | +683.0% | -593.4% | +25.8% |
| All | +89.6% | +709.0% | -619.4% | +25.8% |
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