+50.4%
PRU vs PHM
+64.3%
-14.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.1% |
| 7D | +2.4% | +6.2% | -3.8% | +0.8% |
| 30D | +6.1% | +17.9% | -11.8% | +1.8% |
| 3M | -0.7% | +2.5% | -3.2% | -1.6% |
| 6M | +22.1% | +10.8% | +11.3% | +18.0% |
| YTD | +9.8% | +13.7% | -3.9% | +4.6% |
| 1Y | +19.4% | +12.4% | +7.0% | +14.0% |
| 3Y | +50.4% | +65.6% | -15.3% | +22.2% |
| All | +50.4% | +64.3% | -14.0% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling