+38.7%
ECL vs PHM
+166.0%
-127.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +1.1% |
| 7D | +0.4% | +2.9% | -2.5% | -0.6% |
| 30D | +8.6% | +16.5% | -7.9% | +2.8% |
| 3M | +7.9% | +0.6% | +7.2% | +7.3% |
| 6M | +21.0% | +11.6% | +9.4% | +15.9% |
| YTD | +17.5% | +12.1% | +5.4% | +12.0% |
| 1Y | +19.7% | +9.6% | +10.0% | +14.6% |
| 3Y | +77.4% | +62.3% | +15.2% | +38.6% |
| 5Y | +38.7% | +170.4% | -131.7% | -22.4% |
| All | +38.7% | +166.0% | -127.3% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling