+1,244.2%
EWY vs PHM
+2,536.8%
-1,292.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.6% |
| 7D | +8.0% | -2.5% | +10.5% | +8.8% |
| 30D | +14.3% | -9.7% | +24.0% | +17.6% |
| 3M | +2.3% | +2.2% | +0.1% | +1.2% |
| 6M | +49.9% | -5.7% | +55.5% | +52.0% |
| YTD | +95.3% | +2.8% | +92.5% | +92.7% |
| 1Y | +161.7% | -14.4% | +176.1% | +171.1% |
| 3Y | +230.2% | +52.2% | +178.0% | +182.2% |
| 5Y | +148.1% | +154.3% | -6.1% | +77.5% |
| 10Y | +293.2% | +545.9% | -252.7% | +100.1% |
| All | +1,244.2% | +2,536.8% | -1,292.6% | +248.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling