-14.0%
PHM vs STLA
-40.1%
+26.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.1% |
| 7D | -5.0% | -2.9% | -2.1% | -4.4% |
| 30D | -8.4% | +0.9% | -9.4% | -8.7% |
| 3M | -4.4% | -21.6% | +17.2% | 0.0% |
| 6M | -3.7% | -21.6% | +17.9% | +0.8% |
| YTD | +1.3% | -50.4% | +51.7% | +12.8% |
| 1Y | -14.0% | -43.6% | +29.5% | -8.3% |
| All | -14.0% | -40.1% | +26.1% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling