+48.5%
PFE vs PHM
+669.9%
-621.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | -2.1% | -6.1% | +4.0% | -1.3% |
| 30D | +3.1% | +13.7% | -10.6% | +1.3% |
| 3M | +11.2% | -1.5% | +12.7% | +11.2% |
| 6M | +15.0% | +11.3% | +3.8% | +13.1% |
| YTD | +23.5% | +8.9% | +14.6% | +21.5% |
| 1Y | +18.9% | +6.1% | +12.8% | +17.3% |
| 3Y | +18.7% | +57.7% | -38.9% | +11.1% |
| 5Y | -24.0% | +159.0% | -183.0% | -34.2% |
| All | +48.5% | +669.9% | -621.4% | +16.2% |
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