+246.4%
PR vs PHM
+166.0%
+80.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.8% |
| 7D | -9.5% | +2.9% | -12.4% | -10.3% |
| 30D | -5.7% | +16.5% | -22.2% | -9.4% |
| 3M | +3.0% | +0.6% | +2.3% | +2.2% |
| 6M | +11.8% | +11.6% | +0.2% | +6.9% |
| YTD | +58.5% | +12.1% | +46.4% | +49.6% |
| 1Y | +69.9% | +9.6% | +60.3% | +61.3% |
| 3Y | +84.9% | +62.3% | +22.6% | +48.2% |
| 5Y | +246.4% | +170.4% | +76.0% | +104.5% |
| All | +246.4% | +166.0% | +80.4% | +104.5% |
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