+6,258.3%
EFX vs PHM
+11,050.0%
-4,791.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.5% | -2.2% |
| 7D | -7.8% | -2.5% | -5.3% | -7.3% |
| 30D | -5.7% | -9.7% | +3.9% | -3.4% |
| 3M | +2.5% | +2.2% | +0.3% | +1.9% |
| 6M | -16.7% | -5.7% | -11.0% | -15.7% |
| YTD | -20.2% | +2.8% | -23.0% | -21.1% |
| 1Y | -31.4% | -14.4% | -17.0% | -29.2% |
| 3Y | -10.5% | +52.2% | -62.7% | -20.2% |
| 5Y | -35.2% | +154.3% | -189.5% | -49.0% |
| 10Y | +40.2% | +545.9% | -505.7% | -14.4% |
| All | +6,258.3% | +11,050.0% | -4,791.7% | +1,696.0% |
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