+52.2%
PHM vs PFG
+71.3%
-19.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.8% |
| 7D | -2.5% | +6.0% | -8.5% | -5.5% |
| 30D | -9.7% | +2.2% | -11.9% | -10.8% |
| 3M | +2.2% | +10.4% | -8.1% | -3.7% |
| 6M | -5.7% | +27.8% | -33.5% | -18.1% |
| YTD | +2.8% | +33.6% | -30.8% | -13.4% |
| 1Y | -14.4% | +49.3% | -63.7% | -32.5% |
| 3Y | +52.2% | +69.7% | -17.5% | +4.4% |
| All | +52.2% | +71.3% | -19.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling