+99.2%
PRU vs PHM
+709.0%
-609.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +2.5% |
| 7D | +3.8% | +2.9% | +0.8% | +2.6% |
| 30D | +9.0% | +16.5% | -7.5% | +2.7% |
| 3M | +2.1% | +0.6% | +1.5% | +1.5% |
| 6M | +25.4% | +11.6% | +13.8% | +18.8% |
| YTD | +13.5% | +12.1% | +1.4% | +6.3% |
| 1Y | +21.3% | +9.6% | +11.7% | +14.5% |
| 3Y | +55.1% | +62.3% | -7.2% | +19.3% |
| 5Y | +43.6% | +170.4% | -126.8% | -16.1% |
| 10Y | +99.2% | +683.0% | -583.8% | -25.6% |
| All | +99.2% | +709.0% | -609.7% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling