+1,749.5%
PHM vs PFG
+1,015.3%
+734.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.9% |
| 7D | -3.2% | +5.5% | -8.7% | -5.8% |
| 30D | -6.4% | +2.4% | -8.8% | -7.7% |
| 3M | +5.5% | +13.6% | -8.1% | -1.4% |
| 6M | -5.4% | +27.9% | -33.3% | -16.4% |
| YTD | +6.6% | +35.6% | -29.0% | -8.7% |
| 1Y | -8.8% | +48.5% | -57.3% | -25.4% |
| 3Y | +54.1% | +66.9% | -12.7% | +18.1% |
| 5Y | +144.5% | +111.0% | +33.5% | +64.4% |
| 10Y | +569.4% | +244.5% | +324.9% | +232.1% |
| All | +1,749.5% | +1,015.3% | +734.2% | +443.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling