+142.7%
EWY vs PHM
+149.8%
-7.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.6% |
| 7D | +1.2% | -6.4% | +7.6% | +3.1% |
| 30D | +9.3% | -12.1% | +21.4% | +13.2% |
| 3M | +2.4% | -1.5% | +4.0% | +2.4% |
| 6M | +40.3% | -6.0% | +46.3% | +42.0% |
| YTD | +88.0% | -0.3% | +88.3% | +87.0% |
| 1Y | +143.8% | -13.3% | +157.2% | +150.7% |
| 3Y | +217.8% | +47.6% | +170.2% | +173.8% |
| 5Y | +142.7% | +154.7% | -12.0% | +74.6% |
| All | +142.7% | +149.8% | -7.1% | +74.6% |
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 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