+83.0%
PL vs PHM
+139.7%
-56.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -9.3% | -3.2% | -6.1% | -8.1% |
| 30D | -18.9% | -6.4% | -12.5% | -16.8% |
| 3M | -58.4% | +5.5% | -63.9% | -59.9% |
| 6M | -30.3% | -5.4% | -24.9% | -29.6% |
| YTD | -8.1% | +6.6% | -14.7% | -13.5% |
| 1Y | +180.5% | -8.8% | +189.3% | +183.9% |
| 3Y | +444.1% | +54.1% | +390.0% | +310.1% |
| 5Y | +83.0% | +144.5% | -61.4% | +1.0% |
| All | +83.0% | +139.7% | -56.6% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling