+170.4%
PHM vs STLA
-71.4%
+241.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -2.7% |
| 7D | +2.9% | -4.9% | +7.8% | +4.7% |
| 30D | +16.5% | -4.9% | +21.4% | +18.0% |
| 3M | +0.6% | -23.7% | +24.3% | +9.0% |
| 6M | +11.6% | -45.0% | +56.5% | +33.9% |
| YTD | +12.1% | -60.9% | +73.0% | +47.9% |
| 1Y | +9.6% | -58.9% | +68.5% | +41.7% |
| 3Y | +62.3% | -74.4% | +136.7% | +139.2% |
| 5Y | +170.4% | -71.5% | +241.9% | +260.1% |
| All | +170.4% | -71.4% | +241.8% | +260.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling