+206.9%
PWR vs PHM
+50.2%
+156.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | +2.7% | -3.9% | +6.5% | +3.6% |
| 30D | -5.1% | -8.6% | +3.4% | -3.3% |
| 3M | -9.4% | -2.9% | -6.4% | -9.6% |
| 6M | +10.4% | -5.7% | +16.1% | +10.8% |
| YTD | +48.6% | +1.9% | +46.8% | +45.1% |
| 1Y | +68.0% | -12.3% | +80.3% | +71.2% |
| All | +206.9% | +50.2% | +156.7% | +142.1% |
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 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