+455.3%
PL vs PHM
+64.3%
+391.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.0% | +12.3% | +11.0% |
| 7D | -6.8% | +6.2% | -13.0% | -9.2% |
| 30D | -29.3% | +17.9% | -47.2% | -33.9% |
| 3M | -44.8% | +2.5% | -47.3% | -45.6% |
| 6M | -68.4% | +10.8% | -79.2% | -70.0% |
| YTD | -36.4% | +13.7% | -50.1% | -41.8% |
| 1Y | +0.7% | +12.4% | -11.6% | -7.9% |
| 3Y | +455.3% | +65.6% | +389.7% | +208.8% |
| All | +455.3% | +64.3% | +391.0% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling