+1,621.7%
PLD vs PHM
+3,072.6%
-1,450.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.5% |
| 7D | -0.8% | +6.2% | -7.0% | -3.1% |
| 30D | -0.3% | +17.9% | -18.2% | -6.3% |
| 3M | -8.0% | +2.5% | -10.5% | -9.3% |
| 6M | -9.8% | +10.8% | -20.6% | -14.1% |
| YTD | +1.8% | +13.7% | -11.9% | -4.5% |
| 1Y | +5.6% | +12.4% | -6.8% | -0.7% |
| 3Y | +33.3% | +65.6% | -32.4% | +6.6% |
| 5Y | +0.3% | +175.3% | -175.1% | -35.2% |
| 10Y | +241.6% | +713.9% | -472.3% | +36.0% |
| All | +1,621.7% | +3,072.6% | -1,450.9% | +384.6% |
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