+566.5%
PHM vs CRL
+244.4%
+322.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -3.9% | -4.6% | +0.7% | -2.0% |
| 30D | -8.6% | +0.5% | -9.0% | -8.8% |
| 3M | -2.9% | +46.6% | -49.5% | -17.3% |
| 6M | -5.7% | +57.3% | -63.0% | -23.1% |
| YTD | +1.9% | +39.5% | -37.7% | -13.6% |
| 1Y | -12.3% | +76.9% | -89.2% | -33.3% |
| 3Y | +50.8% | +39.4% | +11.4% | +18.9% |
| 5Y | +157.3% | -37.2% | +194.5% | +186.9% |
| 10Y | +566.5% | +253.4% | +313.1% | +225.0% |
| All | +566.5% | +244.4% | +322.1% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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