+303.5%
EWY vs PHM
+568.1%
-264.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +2.8% |
| 7D | -0.1% | -5.0% | +4.9% | +1.5% |
| 30D | +7.3% | -8.4% | +15.7% | +10.1% |
| 3M | -5.1% | -4.4% | -0.7% | -4.3% |
| 6M | +42.1% | -3.7% | +45.8% | +43.2% |
| YTD | +94.1% | +1.3% | +92.8% | +92.2% |
| 1Y | +147.8% | -14.0% | +161.9% | +156.5% |
| 3Y | +222.9% | +48.1% | +174.8% | +175.5% |
| 5Y | +150.6% | +158.8% | -8.2% | +74.0% |
| All | +303.5% | +568.1% | -264.6% | +100.6% |
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