+2,797.1%
PHM vs CRL
+1,379.5%
+1,417.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | -3.2% | -1.0% | -2.2% | -2.8% |
| 30D | -6.4% | +10.7% | -17.1% | -10.0% |
| 3M | +5.5% | +55.3% | -49.8% | -11.1% |
| 6M | -5.4% | +60.7% | -66.1% | -22.5% |
| YTD | +6.6% | +44.6% | -38.0% | -9.9% |
| 1Y | -8.8% | +77.7% | -86.6% | -29.3% |
| 3Y | +54.1% | +37.6% | +16.5% | +24.2% |
| 5Y | +144.5% | -35.8% | +180.3% | +155.6% |
| 10Y | +569.4% | +241.7% | +327.7% | +259.3% |
| All | +2,797.1% | +1,379.5% | +1,417.7% | +1,002.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling