+2,547.4%
PPG vs PHM
+10,710.2%
-8,162.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -5.1% | -6.4% | +1.2% | -3.4% |
| 30D | -9.6% | -12.1% | +2.5% | -6.3% |
| 3M | -6.4% | -1.5% | -4.9% | -6.0% |
| 6M | +0.5% | -6.0% | +6.5% | +2.3% |
| YTD | +4.4% | -0.3% | +4.7% | +4.6% |
| 1Y | -0.9% | -13.3% | +12.4% | +2.9% |
| 3Y | -17.0% | +47.6% | -64.5% | -26.2% |
| 5Y | -23.7% | +154.7% | -178.4% | -42.0% |
| 10Y | +25.9% | +552.4% | -526.6% | -28.0% |
| All | +2,547.4% | +10,710.2% | -8,162.7% | +546.9% |
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 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