+84.1%
EWZ vs PHM
+540.0%
-456.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.1% |
| 7D | +5.6% | -2.5% | +8.1% | +6.4% |
| 30D | +9.3% | -9.7% | +18.9% | +12.7% |
| 3M | +15.7% | +2.2% | +13.5% | +14.0% |
| 6M | +7.4% | -5.7% | +13.1% | +8.5% |
| YTD | +22.7% | +2.8% | +19.9% | +19.9% |
| 1Y | +36.4% | -14.4% | +50.8% | +41.0% |
| 3Y | +50.4% | +52.2% | -1.8% | +22.6% |
| 5Y | +67.6% | +154.3% | -86.6% | +7.7% |
| 10Y | +84.1% | +545.9% | -461.8% | -12.9% |
| All | +84.1% | +540.0% | -456.0% | -12.9% |
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