+7.3%
PL vs PHM
+14.7%
-7.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.6% | +11.9% | +14.7% |
| 7D | +10.9% | +3.5% | +7.4% | +11.3% |
| 30D | -16.4% | +21.2% | -37.5% | -15.7% |
| 3M | -39.9% | +2.5% | -42.4% | -40.0% |
| 6M | -63.2% | +16.1% | -79.3% | -62.7% |
| YTD | -27.1% | +16.6% | -43.8% | -25.7% |
| All | +7.3% | +14.7% | -7.4% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling