+3.9%
PEP vs PHM
+152.9%
-149.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.5% |
| 30D | +0.7% | -9.7% | +10.3% | +2.2% |
| 3M | -0.5% | +2.2% | -2.8% | -1.1% |
| 6M | -11.3% | -5.7% | -5.6% | -10.8% |
| YTD | -0.6% | +2.8% | -3.4% | -1.5% |
| 1Y | +1.7% | -14.4% | +16.1% | +3.5% |
| 3Y | -12.5% | +52.2% | -64.7% | -20.2% |
| 5Y | +3.9% | +154.3% | -150.4% | -15.8% |
| All | +3.9% | +152.9% | -149.0% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling