+87.0%
PR vs PHM
+16.2%
+70.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +7.2% | -13.7% | -4.9% |
| 7D | -12.1% | +13.6% | -25.7% | -9.5% |
| 30D | +0.9% | +19.3% | -18.4% | +5.0% |
| 3M | +10.1% | +3.5% | +6.7% | +11.6% |
| 6M | +1.1% | +18.6% | -17.5% | +4.6% |
| YTD | +63.7% | +16.7% | +47.0% | +66.9% |
| 1Y | +87.0% | +14.6% | +72.4% | +92.3% |
| All | +87.0% | +16.2% | +70.8% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling