+8,390.6%
PWR vs PHM
+2,659.9%
+5,730.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.6% | -3.2% | +6.8% | +4.8% |
| 30D | -8.6% | -6.4% | -2.1% | -6.5% |
| 3M | -13.2% | +5.5% | -18.7% | -15.7% |
| 6M | +9.9% | -5.4% | +15.3% | +10.7% |
| YTD | +48.0% | +6.6% | +41.5% | +41.8% |
| 1Y | +66.2% | -8.8% | +75.0% | +68.0% |
| 3Y | +195.1% | +54.1% | +141.0% | +137.4% |
| 5Y | +442.6% | +144.5% | +298.1% | +255.9% |
| 10Y | +2,334.2% | +569.4% | +1,764.8% | +917.6% |
| All | +8,390.6% | +2,659.9% | +5,730.7% | +1,859.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling