+3,942.5%
PNC vs PHM
+10,944.2%
-7,001.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -0.7% | -3.9% | +3.1% | +0.5% |
| 30D | -4.4% | -8.6% | +4.2% | -1.8% |
| 3M | +4.5% | -2.9% | +7.4% | +4.9% |
| 6M | +19.1% | -5.7% | +24.8% | +20.4% |
| YTD | +18.0% | +1.9% | +16.2% | +16.0% |
| 1Y | +24.1% | -12.3% | +36.4% | +27.5% |
| 3Y | +130.0% | +50.8% | +79.2% | +94.5% |
| 5Y | +50.4% | +157.3% | -106.9% | +4.3% |
| 10Y | +271.3% | +566.5% | -295.3% | +80.0% |
| All | +3,942.5% | +10,944.2% | -7,001.7% | +661.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling