+2,393.1%
PWR vs PHM
+557.7%
+1,835.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.6% |
| 7D | -0.2% | -6.4% | +6.1% | +2.1% |
| 30D | -7.7% | -12.1% | +4.4% | -3.6% |
| 3M | -4.9% | -1.5% | -3.4% | -5.6% |
| 6M | +9.7% | -6.0% | +15.7% | +10.6% |
| YTD | +46.7% | -0.3% | +47.0% | +43.7% |
| 1Y | +58.7% | -13.3% | +72.1% | +63.4% |
| 3Y | +200.7% | +47.6% | +153.2% | +141.6% |
| 5Y | +438.6% | +154.7% | +283.8% | +234.4% |
| All | +2,393.1% | +557.7% | +1,835.4% | +891.1% |
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