+272.7%
PNC vs PHM
+568.1%
-295.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -0.6% | -5.0% | +4.4% | +1.2% |
| 30D | -4.4% | -8.4% | +4.0% | -1.5% |
| 3M | +5.2% | -4.4% | +9.7% | +6.3% |
| 6M | +20.6% | -3.7% | +24.4% | +21.1% |
| YTD | +19.8% | +1.3% | +18.5% | +17.4% |
| 1Y | +24.4% | -14.0% | +38.5% | +29.2% |
| 3Y | +131.2% | +48.1% | +83.1% | +89.8% |
| 5Y | +53.1% | +158.8% | -105.7% | -2.7% |
| All | +272.7% | +568.1% | -295.4% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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