+238.8%
EQX vs PHM
+400.1%
-161.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.2% |
| 7D | -3.2% | -5.0% | +1.8% | -1.9% |
| 30D | +7.8% | -8.4% | +16.2% | +10.3% |
| 3M | +21.3% | -4.4% | +25.8% | +22.4% |
| 6M | -22.4% | -3.7% | -18.7% | -21.9% |
| YTD | -11.3% | +1.3% | -12.6% | -12.1% |
| 1Y | +13.5% | -14.0% | +27.5% | +16.8% |
| 3Y | +162.1% | +48.1% | +114.0% | +127.1% |
| 5Y | +84.2% | +158.8% | -74.6% | +33.8% |
| All | +238.8% | +400.1% | -161.3% | +158.8% |
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