+663.5%
PHM vs CRL
+350.3%
+313.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -4.1% | +0.1% | -4.3% | -4.2% |
| 30D | +16.1% | +11.9% | +4.2% | +9.6% |
| 3M | -2.5% | +20.2% | -22.7% | -10.9% |
| 6M | +12.9% | +107.5% | -94.6% | -18.2% |
| YTD | +9.0% | +69.4% | -60.4% | -15.9% |
| 1Y | +8.2% | +99.7% | -91.6% | -22.2% |
| 3Y | +58.4% | +98.8% | -40.3% | +5.3% |
| 5Y | +159.2% | -12.4% | +171.6% | +147.9% |
| All | +663.5% | +350.3% | +313.2% | +238.1% |
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