+513.6%
EWT vs PHM
+568.1%
-54.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.4% |
| 7D | -1.1% | -5.0% | +3.8% | +0.1% |
| 30D | +4.5% | -8.4% | +12.9% | +6.6% |
| 3M | +8.3% | -4.4% | +12.7% | +9.0% |
| 6M | +54.2% | -3.7% | +58.0% | +54.7% |
| YTD | +74.6% | +1.3% | +73.3% | +72.5% |
| 1Y | +84.9% | -14.0% | +98.9% | +89.6% |
| 3Y | +197.5% | +48.1% | +149.4% | +160.7% |
| 5Y | +150.6% | +158.8% | -8.2% | +86.5% |
| All | +513.6% | +568.1% | -54.5% | +252.1% |
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