+3,553.7%
PNR vs PHM
+11,050.0%
-7,496.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.7% |
| 7D | -3.0% | -2.5% | -0.5% | -2.3% |
| 30D | -14.9% | -9.7% | -5.3% | -12.4% |
| 3M | -19.0% | +2.2% | -21.3% | -19.6% |
| 6M | -35.9% | -5.7% | -30.2% | -34.9% |
| YTD | -43.1% | +2.8% | -46.0% | -43.7% |
| 1Y | -46.4% | -14.4% | -32.0% | -44.3% |
| 3Y | -10.8% | +52.2% | -63.0% | -21.5% |
| 5Y | -18.9% | +154.3% | -173.1% | -38.2% |
| 10Y | +64.4% | +545.9% | -481.4% | -4.0% |
| All | +3,553.7% | +11,050.0% | -7,496.3% | +1,179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling