+1,497.2%
PHM vs STLA
+263.8%
+1,233.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -3.2% | +2.6% | -5.8% | -3.9% |
| 30D | -6.4% | -1.2% | -5.2% | -6.3% |
| 3M | +5.5% | -24.8% | +30.3% | +13.3% |
| 6M | -5.4% | -25.6% | +20.1% | +1.6% |
| YTD | +6.6% | -48.9% | +55.5% | +25.0% |
| 1Y | -8.8% | -38.8% | +29.9% | +0.8% |
| 3Y | +54.1% | -64.5% | +118.7% | +92.1% |
| 5Y | +144.5% | -62.4% | +206.9% | +194.2% |
| 10Y | +569.4% | +55.4% | +514.0% | +472.0% |
| All | +1,497.2% | +263.8% | +1,233.4% | +1,184.9% |
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