+80.8%
ED vs PHM
+180.8%
-100.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | -0.1% | +3.5% | -3.6% | -0.5% |
| 30D | +11.6% | +21.2% | -9.6% | +9.1% |
| 3M | +10.5% | +2.5% | +8.1% | +10.0% |
| 6M | +13.2% | +16.1% | -2.9% | +11.0% |
| YTD | +22.1% | +16.6% | +5.5% | +19.4% |
| 1Y | +24.2% | +14.4% | +9.7% | +21.5% |
| 3Y | +46.9% | +71.9% | -25.0% | +34.1% |
| 5Y | +80.8% | +174.3% | -93.5% | +49.6% |
| All | +80.8% | +180.8% | -100.0% | +49.6% |
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