+67.3%
ED vs PHM
+152.9%
-85.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.3% |
| 7D | +0.5% | -2.5% | +3.0% | +0.8% |
| 30D | +1.1% | -9.7% | +10.7% | +2.2% |
| 3M | +4.6% | +2.2% | +2.4% | +4.2% |
| 6M | -2.0% | -5.7% | +3.7% | -1.6% |
| YTD | +11.7% | +2.8% | +8.9% | +10.9% |
| 1Y | +15.7% | -14.4% | +30.2% | +17.3% |
| 3Y | +34.4% | +52.2% | -17.9% | +24.1% |
| 5Y | +67.3% | +154.3% | -86.9% | +38.3% |
| All | +67.3% | +152.9% | -85.6% | +38.3% |
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 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