+393.0%
EFA vs PHM
+1,447.6%
-1,054.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | +1.2% | -2.5% | +3.7% | +1.8% |
| 30D | -0.7% | -9.7% | +8.9% | +1.6% |
| 3M | +6.4% | +2.2% | +4.2% | +5.4% |
| 6M | +11.4% | -5.7% | +17.1% | +12.4% |
| YTD | +14.0% | +2.8% | +11.2% | +12.3% |
| 1Y | +20.2% | -14.4% | +34.6% | +23.5% |
| 3Y | +68.2% | +52.2% | +16.0% | +47.1% |
| 5Y | +54.8% | +154.3% | -99.4% | +16.8% |
| 10Y | +142.4% | +545.9% | -403.5% | +37.1% |
| All | +393.0% | +1,447.6% | -1,054.6% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling