+154.7%
EWJ vs PHM
+4,309.8%
-4,155.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | +2.9% | -2.5% | +5.4% | +3.3% |
| 30D | +1.1% | -9.7% | +10.7% | +2.9% |
| 3M | +7.1% | +2.2% | +4.9% | +6.4% |
| 6M | +16.2% | -5.7% | +21.9% | +16.9% |
| YTD | +22.0% | +2.8% | +19.2% | +20.7% |
| 1Y | +26.2% | -14.4% | +40.6% | +28.8% |
| 3Y | +73.5% | +52.2% | +21.2% | +57.4% |
| 5Y | +52.7% | +154.3% | -101.6% | +24.5% |
| 10Y | +138.5% | +545.9% | -407.4% | +57.6% |
| All | +154.7% | +4,309.8% | -4,155.1% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling