+22.9%
EIX vs PHM
+545.0%
-522.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -2.9% |
| 7D | +4.1% | -3.9% | +7.9% | +5.1% |
| 30D | -15.3% | -8.6% | -6.8% | -13.4% |
| 3M | -18.4% | -2.9% | -15.5% | -18.0% |
| 6M | -16.8% | -5.7% | -11.1% | -16.1% |
| YTD | -0.6% | +1.9% | -2.4% | -1.9% |
| 1Y | +10.7% | -12.3% | +23.0% | +13.4% |
| 3Y | -4.5% | +50.8% | -55.2% | -17.7% |
| 5Y | +24.0% | +157.3% | -133.3% | -11.3% |
| 10Y | +22.9% | +566.5% | -543.6% | -34.0% |
| All | +22.9% | +545.0% | -522.1% | -34.0% |
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 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