+345.9%
PHM vs REPL
+37.4%
+308.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -6.1% | +9.8% | -15.9% | -6.4% |
| 30D | +13.7% | +81.5% | -67.8% | +11.6% |
| 3M | -1.5% | +44.2% | -45.8% | -2.8% |
| 6M | +11.3% | +437.4% | -426.1% | +1.9% |
| YTD | +8.9% | +126.1% | -117.2% | +0.7% |
| 1Y | +6.1% | +143.1% | -137.0% | -2.3% |
| 3Y | +57.7% | +97.8% | -40.2% | +22.6% |
| 5Y | +159.0% | -34.3% | +193.2% | +124.5% |
| All | +345.9% | +37.4% | +308.6% | +210.0% |
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