-13.0%
EFX vs PHM
+47.0%
-60.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | -11.1% | -6.4% | -4.8% | -8.5% |
| 30D | -7.4% | -12.1% | +4.7% | -2.0% |
| 3M | +1.5% | -1.5% | +3.0% | +2.1% |
| 6M | -13.7% | -6.0% | -7.7% | -11.8% |
| YTD | -21.9% | -0.3% | -21.6% | -22.8% |
| 1Y | -30.8% | -13.3% | -17.4% | -27.3% |
| All | -13.0% | +47.0% | -60.0% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling