-12.8%
EW vs PHM
+180.8%
-193.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +1.9% |
| 7D | +12.3% | +3.5% | +8.8% | +11.2% |
| 30D | +22.9% | +21.2% | +1.7% | +16.9% |
| 3M | +16.7% | +2.5% | +14.2% | +15.7% |
| 6M | +31.0% | +16.1% | +14.9% | +25.3% |
| YTD | +22.8% | +16.6% | +6.2% | +16.6% |
| 1Y | +25.6% | +14.4% | +11.1% | +19.6% |
| 3Y | +62.0% | +71.9% | -9.9% | +27.8% |
| 5Y | -12.8% | +174.3% | -187.1% | -46.4% |
| All | -12.8% | +180.8% | -193.6% | -46.4% |
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 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