+2,090.1%
PPL vs PHM
+11,456.8%
-9,366.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.7% | -3.2% | +5.9% | +3.1% |
| 30D | +0.5% | -6.4% | +6.9% | +1.3% |
| 3M | +0.7% | +5.5% | -4.8% | -0.2% |
| 6M | -7.6% | -5.4% | -2.2% | -7.2% |
| YTD | +1.8% | +6.6% | -4.8% | +0.4% |
| 1Y | -0.8% | -8.8% | +8.1% | -0.1% |
| 3Y | +56.9% | +54.1% | +2.8% | +44.7% |
| 5Y | +39.5% | +144.5% | -105.0% | +18.9% |
| 10Y | +55.4% | +569.4% | -514.0% | +13.2% |
| All | +2,090.1% | +11,456.8% | -9,366.7% | +1,000.4% |
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 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