+358.9%
PHM vs REPL
+45.5%
+313.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.6% | -8.5% | -4.0% |
| 7D | +2.9% | +12.7% | -9.8% | +2.5% |
| 30D | +16.5% | +73.5% | -57.0% | +14.4% |
| 3M | +0.6% | +70.3% | -69.7% | -1.2% |
| 6M | +11.6% | +472.0% | -460.4% | +2.0% |
| YTD | +12.1% | +139.5% | -127.4% | +3.5% |
| 1Y | +9.6% | +167.3% | -157.7% | +0.6% |
| 3Y | +62.3% | +109.5% | -47.3% | +26.0% |
| 5Y | +170.4% | -29.9% | +200.3% | +133.9% |
| All | +358.9% | +45.5% | +313.4% | +218.5% |
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