+155.6%
ECL vs PHM
+545.0%
-389.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -2.7% | -3.9% | +1.1% | -1.4% |
| 30D | -4.3% | -8.6% | +4.3% | -1.3% |
| 3M | +3.2% | -2.9% | +6.1% | +4.0% |
| 6M | -2.9% | -5.7% | +2.8% | -1.3% |
| YTD | +4.3% | +1.9% | +2.4% | +2.9% |
| 1Y | +1.6% | -12.3% | +14.0% | +5.3% |
| 3Y | +54.3% | +50.8% | +3.5% | +26.6% |
| 5Y | +26.5% | +157.3% | -130.8% | -17.8% |
| 10Y | +155.6% | +566.5% | -411.0% | +15.9% |
| All | +155.6% | +545.0% | -389.4% | +15.9% |
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 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