+6.1%
PHM vs REPL
+142.3%
-136.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -6.1% | +9.8% | -15.9% | -6.0% |
| 30D | +13.7% | +81.5% | -67.8% | +14.6% |
| 3M | -1.5% | +44.2% | -45.8% | -1.1% |
| 6M | +11.3% | +437.4% | -426.1% | +13.3% |
| YTD | +8.9% | +126.1% | -117.2% | +9.7% |
| 1Y | +6.1% | +143.1% | -137.0% | +5.3% |
| All | +6.1% | +142.3% | -136.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling