+411.1%
PWR vs PHM
+158.6%
+252.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +11.3% | -4.1% | +15.4% | +12.6% |
| 30D | -8.9% | +16.1% | -25.0% | -13.5% |
| 3M | -10.5% | -2.5% | -8.0% | -10.6% |
| 6M | -22.2% | +12.9% | -35.1% | -26.6% |
| YTD | +42.7% | +9.0% | +33.7% | +35.3% |
| 1Y | +41.1% | +8.2% | +33.0% | +33.8% |
| 3Y | +242.7% | +58.4% | +184.3% | +169.0% |
| All | +411.1% | +158.6% | +252.5% | +206.4% |
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