+11,799.4%
ENB vs PHM
+11,456.8%
+342.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.2% | -3.2% | +3.0% | +0.2% |
| 30D | -2.2% | -6.4% | +4.2% | -1.5% |
| 3M | -10.5% | +5.5% | -16.0% | -11.3% |
| 6M | -5.1% | -5.4% | +0.4% | -4.8% |
| YTD | +9.0% | +6.6% | +2.4% | +7.5% |
| 1Y | +8.2% | -8.8% | +17.1% | +8.7% |
| 3Y | +67.8% | +54.1% | +13.6% | +55.5% |
| 5Y | +69.4% | +144.5% | -75.1% | +45.9% |
| 10Y | +117.5% | +569.4% | -451.9% | +63.3% |
| All | +11,799.4% | +11,456.8% | +342.6% | +7,243.9% |
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