+1,565.7%
PHM vs STLA
+168.9%
+1,396.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.1% |
| 7D | -4.8% | -11.6% | +6.9% | -1.5% |
| 30D | +16.5% | -6.2% | +22.7% | +18.2% |
| 3M | -2.0% | -24.6% | +22.6% | +5.1% |
| 6M | +12.7% | -44.9% | +57.6% | +30.8% |
| YTD | +11.2% | -62.3% | +73.4% | +40.7% |
| 1Y | +7.7% | -61.8% | +69.5% | +35.8% |
| 3Y | +60.9% | -75.3% | +136.2% | +120.2% |
| 5Y | +167.7% | -72.5% | +240.2% | +249.0% |
| 10Y | +692.1% | +0.8% | +691.3% | +647.6% |
| All | +1,565.7% | +168.9% | +1,396.7% | +1,346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling