+45.2%
PL vs PHM
+162.2%
-117.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.6% | +11.9% | +13.5% |
| 7D | +10.9% | +3.5% | +7.4% | +9.0% |
| 30D | -16.4% | +21.2% | -37.5% | -23.4% |
| 3M | -39.9% | +2.5% | -42.4% | -41.0% |
| 6M | -63.2% | +16.1% | -79.3% | -66.1% |
| YTD | -27.1% | +16.6% | -43.8% | -34.4% |
| 1Y | +12.2% | +14.4% | -2.3% | +1.4% |
| 3Y | +584.3% | +71.9% | +512.4% | +390.5% |
| 5Y | +37.0% | +174.3% | -137.4% | -27.7% |
| All | +45.2% | +162.2% | -117.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling