+39.7%
EFX vs PHM
+568.1%
-528.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -4.5% | -5.0% | +0.4% | -2.7% |
| 30D | -6.1% | -8.4% | +2.4% | -2.9% |
| 3M | +6.2% | -4.4% | +10.6% | +8.0% |
| 6M | -11.2% | -3.7% | -7.5% | -10.4% |
| YTD | -21.4% | +1.3% | -22.7% | -22.5% |
| 1Y | -34.3% | -14.0% | -20.3% | -31.4% |
| 3Y | -12.5% | +48.1% | -60.6% | -26.5% |
| 5Y | -35.6% | +158.8% | -194.3% | -56.1% |
| All | +39.7% | +568.1% | -528.4% | -25.6% |
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 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