+116.1%
PG vs PHM
+568.1%
-452.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -0.8% | -5.0% | +4.2% | -0.1% |
| 30D | +0.8% | -8.4% | +9.3% | +2.1% |
| 3M | -1.3% | -4.4% | +3.1% | -0.8% |
| 6M | -3.8% | -3.7% | -0.1% | -3.5% |
| YTD | +3.6% | +1.3% | +2.3% | +3.0% |
| 1Y | -5.7% | -14.0% | +8.3% | -4.2% |
| 3Y | +1.6% | +48.1% | -46.5% | -6.4% |
| 5Y | +14.6% | +158.8% | -144.2% | -5.3% |
| All | +116.1% | +568.1% | -452.0% | +64.4% |
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