+651.8%
PHM vs PFGC
+419.1%
+232.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.2% | -2.2% | -1.0% | -2.5% |
| 30D | -6.4% | -11.9% | +5.5% | -2.8% |
| 3M | +5.5% | +5.0% | +0.5% | +3.9% |
| 6M | -5.4% | +8.6% | -14.0% | -7.9% |
| YTD | +6.6% | +9.7% | -3.1% | +3.0% |
| 1Y | -8.8% | -6.3% | -2.6% | -7.5% |
| 3Y | +54.1% | +58.2% | -4.1% | +32.3% |
| 5Y | +144.5% | +110.4% | +34.0% | +90.5% |
| 10Y | +569.4% | +272.8% | +296.7% | +329.7% |
| All | +651.8% | +419.1% | +232.7% | +342.7% |
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