+244.0%
EQIX vs PHM
+568.1%
-324.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | +0.2% | -5.0% | +5.1% | +1.5% |
| 30D | -2.5% | -8.4% | +6.0% | -0.3% |
| 3M | 0.0% | -4.4% | +4.4% | +0.6% |
| 6M | +7.6% | -3.7% | +11.4% | +7.8% |
| YTD | +37.5% | +1.3% | +36.2% | +35.5% |
| 1Y | +32.9% | -14.0% | +46.9% | +36.3% |
| 3Y | +42.8% | +48.1% | -5.4% | +23.1% |
| 5Y | +35.8% | +158.8% | -123.0% | -1.7% |
| All | +244.0% | +568.1% | -324.2% | +92.4% |
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