+3,439.0%
PFE vs PHM
+12,054.4%
-8,615.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.0% |
| 7D | -0.7% | +2.9% | -3.6% | -1.2% |
| 30D | +5.3% | +16.5% | -11.1% | +2.9% |
| 3M | +10.1% | +0.6% | +9.5% | +9.8% |
| 6M | +18.0% | +11.6% | +6.4% | +15.7% |
| YTD | +25.8% | +12.1% | +13.7% | +22.9% |
| 1Y | +28.4% | +9.6% | +18.8% | +25.8% |
| 3Y | +20.9% | +62.3% | -41.4% | +10.5% |
| 5Y | -21.5% | +170.4% | -191.9% | -34.8% |
| 10Y | +46.2% | +683.0% | -636.8% | -1.7% |
| All | +3,439.0% | +12,054.4% | -8,615.4% | +1,149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling