+557.2%
PHM vs PFGC
+292.9%
+264.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -5.0% | -4.8% | -0.2% | -3.5% |
| 30D | -8.4% | -12.5% | +4.1% | -4.5% |
| 3M | -4.4% | -9.7% | +5.3% | -1.3% |
| 6M | -3.7% | +7.0% | -10.8% | -5.8% |
| YTD | +1.3% | +4.5% | -3.2% | -0.6% |
| 1Y | -14.0% | -11.6% | -2.4% | -11.2% |
| 3Y | +48.1% | +58.5% | -10.4% | +26.9% |
| 5Y | +158.8% | +112.6% | +46.2% | +100.9% |
| All | +557.2% | +292.9% | +264.3% | +331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling