+14,053.0%
ECL vs PHM
+12,054.4%
+1,998.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.6% |
| 7D | +0.4% | +2.9% | -2.5% | -0.2% |
| 30D | +8.6% | +16.5% | -7.9% | +5.0% |
| 3M | +7.9% | +0.6% | +7.2% | +7.6% |
| 6M | +21.0% | +11.6% | +9.4% | +18.0% |
| YTD | +17.5% | +12.1% | +5.4% | +14.2% |
| 1Y | +19.7% | +9.6% | +10.0% | +16.7% |
| 3Y | +77.4% | +62.3% | +15.2% | +56.7% |
| 5Y | +38.7% | +170.4% | -131.7% | +8.9% |
| 10Y | +193.5% | +683.0% | -489.5% | +81.2% |
| All | +14,053.0% | +12,054.4% | +1,998.6% | +4,375.3% |
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