+52.2%
PHM vs CRL
+37.9%
+14.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.8% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -9.7% | +5.0% | -14.6% | -10.9% |
| 3M | +2.2% | +50.6% | -48.4% | -9.3% |
| 6M | -5.7% | +60.9% | -66.6% | -18.8% |
| YTD | +2.8% | +40.7% | -37.9% | -8.3% |
| 1Y | -14.4% | +73.3% | -87.7% | -28.8% |
| 3Y | +52.2% | +40.6% | +11.6% | +30.6% |
| All | +52.2% | +37.9% | +14.3% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling