+692.1%
PHM vs CRL
+358.0%
+334.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -4.8% | +5.0% | -9.8% | -6.7% |
| 30D | +16.5% | +13.5% | +3.0% | +9.3% |
| 3M | -2.0% | +21.5% | -23.5% | -10.9% |
| 6M | +12.7% | +103.4% | -90.8% | -17.7% |
| YTD | +11.2% | +71.8% | -60.6% | -14.7% |
| 1Y | +7.7% | +97.5% | -89.8% | -22.1% |
| 3Y | +60.9% | +99.2% | -38.3% | +7.0% |
| 5Y | +167.7% | -12.1% | +179.8% | +156.1% |
| 10Y | +692.1% | +359.2% | +332.9% | +247.5% |
| All | +692.1% | +358.0% | +334.1% | +247.5% |
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