-44.6%
PNR vs PHM
-6.9%
-37.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.4% | -3.2% | +0.8% | -0.8% |
| 30D | -12.8% | -6.4% | -6.3% | -10.0% |
| 3M | -17.0% | +5.5% | -22.5% | -19.3% |
| 6M | -37.4% | -5.4% | -32.0% | -36.7% |
| YTD | -41.6% | +6.6% | -48.2% | -43.8% |
| 1Y | -44.6% | -8.8% | -35.8% | -43.8% |
| All | -44.6% | -6.9% | -37.7% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling