+26.8%
PL vs PHM
+155.7%
-128.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.0% | +12.3% | +11.2% |
| 7D | -6.8% | +6.2% | -13.0% | -9.7% |
| 30D | -29.3% | +17.9% | -47.2% | -34.6% |
| 3M | -44.8% | +2.5% | -47.3% | -45.8% |
| 6M | -68.4% | +10.8% | -79.2% | -70.3% |
| YTD | -36.4% | +13.7% | -50.1% | -42.2% |
| 1Y | +0.7% | +12.4% | -11.6% | -8.5% |
| 3Y | +455.3% | +65.6% | +389.7% | +304.0% |
| 5Y | +22.7% | +175.3% | -152.7% | -34.7% |
| All | +26.8% | +155.7% | -128.9% | -32.4% |
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