+134.6%
PRU vs PHM
+545.0%
-410.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.1% |
| 7D | -1.9% | -3.9% | +2.0% | -0.4% |
| 30D | -2.6% | -8.6% | +6.0% | +0.6% |
| 3M | +14.7% | -2.9% | +17.6% | +15.1% |
| 6M | +25.7% | -5.7% | +31.4% | +26.9% |
| YTD | +8.3% | +1.9% | +6.4% | +5.4% |
| 1Y | +17.3% | -12.3% | +29.6% | +20.9% |
| 3Y | +43.2% | +50.8% | -7.6% | +13.2% |
| 5Y | +43.5% | +157.3% | -113.8% | -14.7% |
| 10Y | +134.6% | +566.5% | -432.0% | -8.4% |
| All | +134.6% | +545.0% | -410.4% | -8.4% |
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 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