+58.4%
PHM vs PFG
+82.7%
-24.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -4.1% | +2.4% | -6.5% | -5.3% |
| 30D | +16.1% | +5.9% | +10.3% | +13.0% |
| 3M | -2.5% | -0.4% | -2.0% | -2.5% |
| 6M | +12.9% | +14.8% | -1.9% | +4.1% |
| YTD | +9.0% | +31.9% | -22.9% | -7.3% |
| 1Y | +8.2% | +38.8% | -30.6% | -10.6% |
| 3Y | +58.4% | +82.4% | -23.9% | -1.1% |
| All | +58.4% | +82.7% | -24.2% | -1.1% |
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