+176.2%
PHM vs REPL
-35.6%
+211.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -10.0% | -2.0% |
| 7D | +6.2% | +22.8% | -16.6% | +6.1% |
| 30D | +17.9% | +63.8% | -45.8% | +17.6% |
| 3M | +2.5% | +68.1% | -65.6% | +2.2% |
| 6M | +10.8% | +528.5% | -517.7% | +8.3% |
| YTD | +13.7% | +122.4% | -108.7% | +11.9% |
| 1Y | +12.4% | +154.4% | -142.0% | +10.3% |
| 3Y | +65.6% | +68.0% | -2.3% | +49.1% |
| All | +176.2% | -35.6% | +211.8% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling