+154.3%
PHM vs STLA
-62.5%
+216.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -2.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -9.7% | -2.4% | -7.3% | -9.1% |
| 3M | +2.2% | -23.9% | +26.1% | +11.1% |
| 6M | -5.7% | -24.6% | +18.9% | +2.4% |
| YTD | +2.8% | -50.5% | +53.3% | +26.3% |
| 1Y | -14.4% | -39.8% | +25.4% | -3.4% |
| 3Y | +52.2% | -65.6% | +117.8% | +102.7% |
| 5Y | +154.3% | -62.1% | +216.3% | +200.1% |
| All | +154.3% | -62.5% | +216.8% | +200.1% |
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