+154.3%
PHM vs REPL
-53.9%
+208.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.5% |
| 7D | -2.5% | -5.7% | +3.3% | -2.5% |
| 30D | -9.7% | +22.5% | -32.1% | -9.8% |
| 3M | +2.2% | +64.7% | -62.4% | +1.7% |
| 6M | -5.7% | +83.0% | -88.7% | -7.3% |
| YTD | +2.8% | +52.0% | -49.1% | +1.3% |
| 1Y | -14.4% | +144.5% | -159.0% | -17.0% |
| 3Y | +52.2% | -25.1% | +77.3% | +48.8% |
| 5Y | +154.3% | -52.9% | +207.1% | +147.1% |
| All | +154.3% | -53.9% | +208.2% | +147.1% |
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