+49.2%
EWJ vs PHM
+149.8%
-100.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -1.5% | -6.4% | +4.9% | 0.0% |
| 30D | +0.2% | -12.1% | +12.3% | +3.2% |
| 3M | +8.6% | -1.5% | +10.1% | +8.5% |
| 6M | +12.1% | -6.0% | +18.2% | +13.0% |
| YTD | +20.1% | -0.3% | +20.4% | +19.1% |
| 1Y | +25.2% | -13.3% | +38.5% | +28.1% |
| 3Y | +70.8% | +47.6% | +23.2% | +48.3% |
| 5Y | +49.2% | +154.7% | -105.6% | +7.5% |
| All | +49.2% | +149.8% | -100.7% | +7.5% |
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 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