+221.7%
PR vs PHM
+175.2%
+46.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | -16.4% | +6.2% | -22.6% | -17.8% |
| 30D | -1.9% | +17.9% | -19.8% | -6.0% |
| 3M | +8.0% | +2.5% | +5.5% | +6.7% |
| 6M | +4.1% | +10.8% | -6.7% | -0.1% |
| YTD | +58.7% | +13.7% | +45.0% | +49.4% |
| 1Y | +75.8% | +12.4% | +63.5% | +65.9% |
| 3Y | +73.2% | +65.6% | +7.5% | +37.8% |
| All | +221.7% | +175.2% | +46.5% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling