+226.4%
EWY vs PHM
+50.2%
+176.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +6.7% | -3.9% | +10.5% | +7.8% |
| 30D | +17.0% | -8.6% | +25.5% | +19.8% |
| 3M | +3.7% | -2.9% | +6.6% | +4.0% |
| 6M | +42.5% | -5.7% | +48.2% | +43.5% |
| YTD | +96.2% | +1.9% | +94.4% | +93.8% |
| 1Y | +160.4% | -12.3% | +172.7% | +165.8% |
| All | +226.4% | +50.2% | +176.3% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling