+62.8%
PNR vs PHM
+568.1%
-505.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | -6.0% | -5.0% | -1.1% | -3.7% |
| 30D | -14.0% | -8.4% | -5.5% | -10.3% |
| 3M | -21.7% | -4.4% | -17.3% | -20.2% |
| 6M | -37.3% | -3.7% | -33.5% | -36.4% |
| YTD | -45.1% | +1.3% | -46.4% | -45.9% |
| 1Y | -49.1% | -14.0% | -35.1% | -46.0% |
| 3Y | -14.8% | +48.1% | -63.0% | -32.0% |
| 5Y | -21.0% | +158.8% | -179.8% | -52.7% |
| All | +62.8% | +568.1% | -505.3% | -41.1% |
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 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