-34.3%
EFX vs PHM
-12.7%
-21.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.0% |
| 3M | +6.2% | -4.4% | +10.6% | +8.4% |
| 6M | -11.2% | -3.7% | -7.5% | -10.0% |
| YTD | -21.4% | +1.3% | -22.7% | -22.5% |
| 1Y | -34.3% | -14.0% | -20.3% | -33.7% |
| All | -34.3% | -12.7% | -21.6% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling