+142.8%
EFA vs PHM
+568.1%
-425.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -1.5% | -5.0% | +3.5% | -0.3% |
| 30D | -1.7% | -8.4% | +6.8% | +0.5% |
| 3M | +3.5% | -4.4% | +7.9% | +4.3% |
| 6M | +9.5% | -3.7% | +13.2% | +9.9% |
| YTD | +12.9% | +1.3% | +11.6% | +11.5% |
| 1Y | +18.2% | -14.0% | +32.2% | +21.4% |
| 3Y | +64.8% | +48.1% | +16.7% | +43.8% |
| 5Y | +53.9% | +158.8% | -104.9% | +12.9% |
| All | +142.8% | +568.1% | -425.4% | +40.1% |
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 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