+24.1%
PPG vs PHM
+568.1%
-544.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -6.2% | -5.0% | -1.3% | -4.2% |
| 30D | -7.9% | -8.4% | +0.5% | -4.6% |
| 3M | -10.2% | -4.4% | -5.8% | -8.6% |
| 6M | +2.7% | -3.7% | +6.4% | +4.2% |
| YTD | +4.9% | +1.3% | +3.6% | +4.3% |
| 1Y | -3.2% | -14.0% | +10.8% | +2.4% |
| 3Y | -17.0% | +48.1% | -65.1% | -31.2% |
| 5Y | -23.3% | +158.8% | -182.1% | -50.5% |
| All | +24.1% | +568.1% | -544.1% | -48.4% |
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