+32.9%
PFE vs PHM
+540.0%
-507.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.9% |
| 7D | -2.7% | -2.5% | -0.2% | -2.3% |
| 30D | +3.8% | -9.7% | +13.5% | +5.2% |
| 3M | +10.4% | +2.2% | +8.1% | +9.8% |
| 6M | +6.3% | -5.7% | +11.9% | +6.7% |
| YTD | +17.4% | +2.8% | +14.5% | +16.4% |
| 1Y | +21.1% | -14.4% | +35.6% | +23.0% |
| 3Y | -1.6% | +52.2% | -53.8% | -7.6% |
| 5Y | -22.2% | +154.3% | -176.4% | -32.5% |
| 10Y | +32.9% | +545.9% | -513.0% | +0.6% |
| All | +32.9% | +540.0% | -507.2% | +0.6% |
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