+3,391.6%
PFE vs PHM
+12,230.3%
-8,838.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.3% |
| 7D | -3.7% | +6.2% | -9.9% | -4.6% |
| 30D | +5.0% | +17.9% | -13.0% | +2.4% |
| 3M | +12.2% | +2.5% | +9.7% | +11.6% |
| 6M | +14.6% | +10.8% | +3.8% | +12.4% |
| YTD | +24.1% | +13.7% | +10.4% | +21.0% |
| 1Y | +26.6% | +12.4% | +14.2% | +23.6% |
| 3Y | +14.3% | +65.6% | -51.3% | +4.2% |
| 5Y | -21.9% | +175.3% | -197.3% | -35.3% |
| 10Y | +62.6% | +713.9% | -651.3% | +8.7% |
| All | +3,391.6% | +12,230.3% | -8,838.7% | +1,130.6% |
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