+566.5%
PHM vs STLA
+46.8%
+519.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.3% |
| 7D | -3.9% | +0.4% | -4.2% | -4.0% |
| 30D | -8.6% | -5.2% | -3.4% | -7.0% |
| 3M | -2.9% | -24.9% | +21.9% | +6.7% |
| 6M | -5.7% | -25.2% | +19.5% | +3.3% |
| YTD | +1.9% | -51.4% | +53.3% | +28.0% |
| 1Y | -12.3% | -40.7% | +28.4% | +0.8% |
| 3Y | +50.8% | -66.3% | +117.0% | +105.2% |
| 5Y | +157.3% | -63.2% | +220.5% | +226.8% |
| 10Y | +566.5% | +48.7% | +517.8% | +412.4% |
| All | +566.5% | +46.8% | +519.8% | +412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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