+48.5%
PRU vs PHM
+145.9%
-97.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.9% | -3.2% | +5.1% | +2.8% |
| 30D | +2.7% | -6.4% | +9.2% | +4.5% |
| 3M | +19.5% | +5.5% | +14.0% | +17.0% |
| 6M | +26.6% | -5.4% | +32.1% | +27.6% |
| YTD | +12.3% | +6.6% | +5.8% | +8.9% |
| 1Y | +18.0% | -8.8% | +26.9% | +19.4% |
| 3Y | +47.0% | +54.1% | -7.1% | +23.4% |
| All | +48.5% | +145.9% | -97.4% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling