+147.8%
PR vs PHM
+734.4%
-586.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -16.5% | +8.7% | -25.2% | -18.7% |
| 30D | -4.5% | +16.4% | -20.9% | -8.9% |
| 3M | +8.5% | +1.8% | +6.7% | +7.1% |
| 6M | -3.3% | +15.1% | -18.4% | -8.8% |
| YTD | +55.7% | +16.0% | +39.7% | +44.9% |
| 1Y | +82.0% | +14.1% | +67.9% | +70.0% |
| 3Y | +62.5% | +65.9% | -3.5% | +30.8% |
| 5Y | +223.9% | +180.9% | +43.0% | +112.1% |
| 10Y | +64.2% | +730.3% | -666.1% | +9.2% |
| All | +147.8% | +734.4% | -586.6% | +64.4% |
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