+33.3%
PLD vs PHM
+64.3%
-31.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.5% |
| 7D | -0.8% | +6.2% | -7.0% | -3.0% |
| 30D | -0.3% | +17.9% | -18.2% | -6.3% |
| 3M | -8.0% | +2.5% | -10.5% | -9.2% |
| 6M | -9.8% | +10.8% | -20.6% | -14.2% |
| YTD | +1.8% | +13.7% | -11.9% | -5.0% |
| 1Y | +5.6% | +12.4% | -6.8% | -1.2% |
| 3Y | +33.3% | +65.6% | -32.4% | -10.4% |
| All | +33.3% | +64.3% | -31.1% | -10.4% |
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 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