+321.0%
PHM vs REPL
-7.7%
+328.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.5% |
| 7D | -2.5% | -5.7% | +3.3% | -2.3% |
| 30D | -9.7% | +22.5% | -32.1% | -10.3% |
| 3M | +2.2% | +64.7% | -62.4% | -0.9% |
| 6M | -5.7% | +83.0% | -88.7% | -12.1% |
| YTD | +2.8% | +52.0% | -49.1% | -3.6% |
| 1Y | -14.4% | +144.5% | -159.0% | -23.6% |
| 3Y | +52.2% | -25.1% | +77.3% | +29.6% |
| 5Y | +154.3% | -52.9% | +207.1% | +121.3% |
| All | +321.0% | -7.7% | +328.7% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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