+12,781.7%
ECL vs PHM
+11,456.8%
+1,324.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.6% | -3.2% | +0.6% | -1.9% |
| 30D | -2.2% | -6.4% | +4.3% | -0.8% |
| 3M | +10.1% | +5.5% | +4.6% | +8.8% |
| 6M | -5.7% | -5.4% | -0.3% | -4.8% |
| YTD | +7.0% | +6.6% | +0.4% | +5.2% |
| 1Y | +2.7% | -8.8% | +11.5% | +4.2% |
| 3Y | +57.7% | +54.1% | +3.6% | +40.8% |
| 5Y | +31.1% | +144.5% | -113.3% | +5.1% |
| 10Y | +150.9% | +569.4% | -418.6% | +59.7% |
| All | +12,781.7% | +11,456.8% | +1,324.9% | +4,023.1% |
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