+242.9%
EW vs PHM
+684.3%
-441.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.4% |
| 7D | +9.3% | +2.9% | +6.3% | +8.4% |
| 30D | +22.1% | +16.5% | +5.6% | +17.1% |
| 3M | +13.0% | +0.6% | +12.4% | +12.5% |
| 6M | +30.1% | +11.6% | +18.5% | +25.5% |
| YTD | +22.0% | +12.1% | +9.9% | +16.8% |
| 1Y | +23.7% | +9.6% | +14.1% | +19.0% |
| 3Y | +62.0% | +62.3% | -0.3% | +34.1% |
| 5Y | -12.4% | +170.4% | -182.8% | -39.5% |
| All | +242.9% | +684.3% | -441.4% | +65.5% |
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