-49.1%
PNR vs PHM
-12.7%
-36.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.2% |
| 3M | -21.7% | -4.4% | -17.3% | -20.2% |
| 6M | -37.3% | -3.7% | -33.5% | -36.6% |
| YTD | -45.1% | +1.3% | -46.4% | -45.8% |
| 1Y | -49.1% | -14.0% | -35.1% | -47.7% |
| All | -49.1% | -12.7% | -36.4% | -47.7% |
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 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