+87.6%
PR vs PHM
+70.2%
+17.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.3% |
| 7D | -12.4% | +3.5% | -15.9% | -12.7% |
| 30D | -6.6% | +21.2% | -27.7% | -9.0% |
| 3M | +7.5% | +2.5% | +5.0% | +7.1% |
| 6M | +10.8% | +16.1% | -5.3% | +7.2% |
| YTD | +57.0% | +16.6% | +40.4% | +50.0% |
| 1Y | +67.9% | +14.4% | +53.5% | +61.2% |
| 3Y | +87.6% | +71.9% | +15.7% | +46.1% |
| All | +87.6% | +70.2% | +17.4% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling