-14.6%
PNR vs PHM
+47.0%
-61.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.3% |
| 7D | -5.5% | -6.4% | +0.9% | -2.4% |
| 30D | -15.6% | -12.1% | -3.5% | -10.0% |
| 3M | -20.2% | -1.5% | -18.7% | -19.9% |
| 6M | -36.6% | -6.0% | -30.6% | -35.0% |
| YTD | -45.0% | -0.3% | -44.7% | -45.4% |
| 1Y | -47.4% | -13.3% | -34.1% | -44.4% |
| All | -14.6% | +47.0% | -61.6% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling