+511.2%
PHM vs PENG
+689.3%
-178.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.9% |
| 7D | -4.1% | +13.2% | -17.4% | -6.0% |
| 30D | +16.1% | -29.9% | +46.1% | +20.3% |
| 3M | -2.5% | -22.2% | +19.7% | -1.7% |
| 6M | +12.9% | -1.9% | +14.8% | +5.4% |
| YTD | +9.0% | +142.1% | -133.1% | -14.8% |
| 1Y | +8.2% | +151.5% | -143.3% | -16.1% |
| 3Y | +58.4% | +206.9% | -148.5% | +12.0% |
| 5Y | +159.2% | +58.2% | +100.9% | +94.4% |
| All | +511.2% | +689.3% | -178.1% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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