+58.7%
PWR vs PHM
-14.5%
+73.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -0.2% | -6.4% | +6.1% | +0.3% |
| 30D | -7.7% | -12.1% | +4.4% | -6.6% |
| 3M | -4.9% | -1.5% | -3.4% | -6.4% |
| 6M | +9.7% | -6.0% | +15.7% | +8.9% |
| YTD | +46.7% | -0.3% | +47.0% | +43.6% |
| 1Y | +58.7% | -13.3% | +72.1% | +61.0% |
| All | +58.7% | -14.5% | +73.2% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling