+2,164.3%
PPL vs PHM
+12,477.9%
-10,313.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.0% | +8.7% | -7.6% | -0.2% |
| 30D | +6.8% | +16.4% | -9.6% | +4.5% |
| 3M | +3.9% | +1.8% | +2.0% | +3.4% |
| 6M | -2.0% | +15.1% | -17.1% | -4.2% |
| YTD | +5.3% | +16.0% | -10.7% | +2.5% |
| 1Y | +2.2% | +14.1% | -11.9% | -0.4% |
| 3Y | +56.7% | +65.9% | -9.2% | +43.1% |
| 5Y | +49.1% | +180.9% | -131.8% | +24.6% |
| 10Y | +63.6% | +730.3% | -666.6% | +15.9% |
| All | +2,164.3% | +12,477.9% | -10,313.6% | +1,022.9% |
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