+1,236.8%
EWY vs PHM
+2,633.0%
-1,396.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | -3.2% | +8.0% | +5.8% |
| 30D | +11.7% | -6.4% | +18.1% | +13.8% |
| 3M | -7.4% | +5.5% | -12.9% | -9.2% |
| 6M | +40.6% | -5.4% | +46.0% | +42.5% |
| YTD | +94.3% | +6.6% | +87.7% | +89.8% |
| 1Y | +164.3% | -8.8% | +173.1% | +168.8% |
| 3Y | +221.0% | +54.1% | +166.9% | +173.3% |
| 5Y | +139.1% | +144.5% | -5.4% | +73.0% |
| 10Y | +298.8% | +569.4% | -270.6% | +100.9% |
| All | +1,236.8% | +2,633.0% | -1,396.2% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling