-20.3%
PNR vs PHM
+156.2%
-176.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | -6.0% | -5.0% | -1.1% | -3.5% |
| 30D | -14.0% | -8.4% | -5.5% | -9.9% |
| 3M | -21.7% | -4.4% | -17.3% | -20.1% |
| 6M | -37.3% | -3.7% | -33.5% | -36.4% |
| YTD | -45.1% | +1.3% | -46.4% | -46.1% |
| 1Y | -49.1% | -14.0% | -35.1% | -45.8% |
| 3Y | -14.8% | +48.1% | -63.0% | -35.1% |
| All | -20.3% | +156.2% | -176.5% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling