+169.5%
PR vs PHM
+666.7%
-497.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.9% | -3.2% | +6.1% | +3.8% |
| 30D | +18.0% | -6.4% | +24.5% | +20.0% |
| 3M | +16.9% | +5.5% | +11.4% | +13.8% |
| 6M | +28.2% | -5.4% | +33.7% | +28.1% |
| YTD | +69.3% | +6.6% | +62.7% | +62.3% |
| 1Y | +69.5% | -8.8% | +78.3% | +70.0% |
| 3Y | +81.7% | +54.1% | +27.6% | +49.5% |
| 5Y | +422.2% | +144.5% | +277.8% | +257.7% |
| 10Y | +110.4% | +569.4% | -459.1% | +44.0% |
| All | +169.5% | +666.7% | -497.2% | +84.2% |
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