+537.6%
PHM vs PENG
+597.2%
-59.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.4% | -3.7% |
| 7D | +6.2% | -19.4% | +25.7% | +8.4% |
| 30D | +17.9% | -42.4% | +60.3% | +25.6% |
| 3M | +2.5% | -25.6% | +28.1% | +4.0% |
| 6M | +10.8% | +7.3% | +3.5% | +1.2% |
| YTD | +13.7% | +113.9% | -100.1% | -9.4% |
| 1Y | +12.4% | +93.6% | -81.2% | -9.1% |
| 3Y | +65.6% | +170.2% | -104.6% | +19.4% |
| 5Y | +175.3% | +44.2% | +131.2% | +109.4% |
| All | +537.6% | +597.2% | -59.5% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling