+497.6%
PHM vs PENG
+762.7%
-265.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.9% |
| 7D | -3.2% | +4.5% | -7.7% | -3.9% |
| 30D | -6.4% | -7.1% | +0.7% | -5.7% |
| 3M | +5.5% | -27.3% | +32.8% | +7.5% |
| 6M | -5.4% | +169.6% | -175.0% | -24.9% |
| YTD | +6.6% | +164.6% | -158.0% | -15.5% |
| 1Y | -8.8% | +109.5% | -118.3% | -25.2% |
| 3Y | +54.1% | +98.9% | -44.8% | +18.1% |
| 5Y | +144.5% | +116.3% | +28.2% | +78.1% |
| All | +497.6% | +762.7% | -265.0% | +263.5% |
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 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