+170.4%
PHM vs CRL
-9.4%
+179.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.2% |
| 7D | +2.9% | -1.7% | +4.7% | +3.1% |
| 30D | +16.5% | +14.6% | +1.9% | +10.3% |
| 3M | +0.6% | +24.8% | -24.2% | -7.6% |
| 6M | +11.6% | +94.7% | -83.1% | -12.4% |
| YTD | +12.1% | +73.4% | -61.3% | -9.8% |
| 1Y | +9.6% | +104.7% | -95.0% | -16.9% |
| 3Y | +62.3% | +101.1% | -38.8% | +16.6% |
| 5Y | +170.4% | -10.8% | +181.2% | +166.7% |
| All | +170.4% | -9.4% | +179.8% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling