+2,947.0%
PHM vs CRL
+1,673.3%
+1,273.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.1% |
| 7D | +2.9% | -1.7% | +4.7% | +3.0% |
| 30D | +16.5% | +14.6% | +1.9% | +9.3% |
| 3M | +0.6% | +24.8% | -24.2% | -8.9% |
| 6M | +11.6% | +94.7% | -83.1% | -15.4% |
| YTD | +12.1% | +73.4% | -61.3% | -12.8% |
| 1Y | +9.6% | +104.7% | -95.0% | -20.0% |
| 3Y | +62.3% | +101.1% | -38.8% | +11.5% |
| 5Y | +170.4% | -10.8% | +181.2% | +147.0% |
| 10Y | +683.0% | +358.8% | +324.2% | +272.4% |
| All | +2,947.0% | +1,673.3% | +1,273.6% | +966.5% |
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 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