+60.2%
PPL vs PHM
+700.3%
-640.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | +0.4% | +6.2% | -5.8% | -1.1% |
| 30D | +5.4% | +17.9% | -12.5% | +1.3% |
| 3M | +4.3% | +2.5% | +1.8% | +3.3% |
| 6M | -1.3% | +10.8% | -12.1% | -4.3% |
| YTD | +4.7% | +13.7% | -9.0% | +0.3% |
| 1Y | +1.3% | +12.4% | -11.1% | -2.9% |
| 3Y | +57.2% | +65.6% | -8.4% | +32.1% |
| 5Y | +48.2% | +175.3% | -127.1% | +4.3% |
| All | +60.2% | +700.3% | -640.1% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling