+52.4%
EFA vs PHM
+149.8%
-97.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -2.4% | -6.4% | +4.0% | -0.8% |
| 30D | -2.2% | -12.1% | +9.8% | +0.8% |
| 3M | +5.7% | -1.5% | +7.2% | +5.6% |
| 6M | +8.2% | -6.0% | +14.2% | +9.1% |
| YTD | +11.8% | -0.3% | +12.1% | +10.8% |
| 1Y | +18.3% | -13.3% | +31.6% | +21.1% |
| 3Y | +64.9% | +47.6% | +17.4% | +42.5% |
| 5Y | +52.4% | +154.7% | -102.3% | +8.2% |
| All | +52.4% | +149.8% | -97.4% | +8.2% |
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