+146.1%
EWT vs PHM
+149.8%
-3.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | -1.1% | -6.4% | +5.3% | +0.5% |
| 30D | +4.8% | -12.1% | +16.9% | +8.0% |
| 3M | +11.1% | -1.5% | +12.7% | +11.0% |
| 6M | +54.6% | -6.0% | +60.6% | +55.9% |
| YTD | +71.4% | -0.3% | +71.7% | +69.8% |
| 1Y | +82.1% | -13.3% | +95.4% | +86.2% |
| 3Y | +193.2% | +47.6% | +145.7% | +153.1% |
| 5Y | +146.1% | +154.7% | -8.6% | +77.7% |
| All | +146.1% | +149.8% | -3.7% | +77.7% |
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 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