+349.8%
EWZ vs PHM
+2,911.1%
-2,561.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.3% |
| 7D | -1.5% | +6.2% | -7.7% | -3.4% |
| 30D | -24.5% | +17.9% | -42.5% | -28.6% |
| 3M | -10.7% | +2.5% | -13.2% | -12.0% |
| 6M | -19.1% | +10.8% | -29.9% | -22.5% |
| YTD | +1.6% | +13.7% | -12.1% | -4.0% |
| 1Y | +4.3% | +12.4% | -8.1% | -1.3% |
| 3Y | +19.0% | +65.6% | -46.7% | -3.8% |
| 5Y | +57.7% | +175.3% | -117.7% | +3.9% |
| 10Y | +51.3% | +713.9% | -662.6% | -33.1% |
| All | +349.8% | +2,911.1% | -2,561.3% | +19.2% |
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