+39.5%
PL vs PHM
+145.1%
-105.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +10.0% | -4.1% | +14.2% | +12.0% |
| 30D | -2.3% | +16.1% | -18.4% | -9.1% |
| 3M | -44.2% | -2.5% | -41.7% | -44.1% |
| 6M | -66.1% | +12.9% | -79.0% | -68.5% |
| YTD | -30.0% | +9.0% | -39.0% | -35.2% |
| 1Y | +21.0% | +8.2% | +12.9% | +11.7% |
| 3Y | +516.5% | +58.4% | +458.1% | +357.0% |
| 5Y | +32.0% | +159.2% | -127.2% | -28.5% |
| All | +39.5% | +145.1% | -105.6% | -24.2% |
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