+146.4%
ED vs PHM
+670.5%
-524.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.1% | -4.1% | +6.2% | +2.7% |
| 30D | +10.4% | +16.1% | -5.7% | +8.0% |
| 3M | +12.5% | -2.5% | +15.0% | +12.8% |
| 6M | +14.9% | +12.9% | +2.0% | +12.5% |
| YTD | +24.8% | +9.0% | +15.8% | +22.4% |
| 1Y | +23.8% | +8.2% | +15.7% | +21.4% |
| 3Y | +51.6% | +58.4% | -6.8% | +37.7% |
| 5Y | +86.4% | +159.2% | -72.8% | +52.9% |
| All | +146.4% | +670.5% | -524.2% | +64.3% |
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 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