+112.4%
ENB vs PHM
+669.9%
-557.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.9% |
| 7D | 0.0% | -6.1% | +6.1% | +1.5% |
| 30D | +1.4% | +13.7% | -12.4% | -1.9% |
| 3M | -5.2% | -1.5% | -3.7% | -5.3% |
| 6M | -9.9% | +11.3% | -21.2% | -13.1% |
| YTD | +4.7% | +8.9% | -4.3% | +0.9% |
| 1Y | +2.8% | +6.1% | -3.3% | -0.5% |
| 3Y | +71.3% | +57.7% | +13.6% | +44.0% |
| 5Y | +58.6% | +159.0% | -100.4% | +10.9% |
| All | +112.4% | +669.9% | -557.4% | +5.0% |
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