+72.2%
EQX vs PHM
+156.2%
-83.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.2% |
| 7D | -3.2% | -5.0% | +1.8% | -1.7% |
| 30D | +7.8% | -8.4% | +16.2% | +10.8% |
| 3M | +21.3% | -4.4% | +25.8% | +22.6% |
| 6M | -22.4% | -3.7% | -18.7% | -21.8% |
| YTD | -11.3% | +1.3% | -12.6% | -12.3% |
| 1Y | +13.5% | -14.0% | +27.5% | +17.4% |
| 3Y | +162.1% | +48.1% | +114.0% | +111.9% |
| All | +72.2% | +156.2% | -83.9% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling