+668.9%
PHM vs PFGC
+485.1%
+183.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -4.1% | +3.4% | -7.6% | -5.1% |
| 30D | +16.1% | +16.9% | -0.8% | +10.6% |
| 3M | -2.5% | +6.4% | -8.9% | -4.5% |
| 6M | +12.9% | +16.0% | -3.1% | +7.6% |
| YTD | +9.0% | +23.6% | -14.6% | +1.4% |
| 1Y | +8.2% | +16.6% | -8.4% | +2.4% |
| 3Y | +58.4% | +82.3% | -23.8% | +30.0% |
| 5Y | +159.2% | +138.7% | +20.5% | +94.5% |
| 10Y | +676.9% | +352.8% | +324.0% | +372.4% |
| All | +668.9% | +485.1% | +183.8% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling