+3.4%
EXC vs PHM
-6.9%
+10.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.4% |
| 30D | -4.6% | -6.4% | +1.8% | -4.2% |
| 3M | -2.2% | +5.5% | -7.7% | -2.2% |
| 6M | -10.6% | -5.4% | -5.1% | -10.6% |
| YTD | +1.9% | +6.6% | -4.7% | +2.0% |
| 1Y | +3.4% | -8.8% | +12.2% | +3.1% |
| All | +3.4% | -6.9% | +10.4% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling