+3,908.7%
PG vs PHM
+10,710.1%
-6,801.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.5% |
| 7D | -2.7% | -6.4% | +3.7% | -1.9% |
| 30D | -1.5% | -12.1% | +10.5% | 0.0% |
| 3M | -3.4% | -1.5% | -1.8% | -3.3% |
| 6M | -7.0% | -6.0% | -1.0% | -6.5% |
| YTD | +2.0% | -0.3% | +2.3% | +1.7% |
| 1Y | -6.5% | -13.3% | +6.9% | -5.2% |
| 3Y | +1.2% | +47.6% | -46.4% | -5.1% |
| 5Y | +12.8% | +154.7% | -141.9% | -2.2% |
| 10Y | +117.7% | +552.4% | -434.7% | +63.5% |
| All | +3,908.7% | +10,710.1% | -6,801.4% | +1,424.6% |
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