+192.7%
EXC vs PHM
+669.9%
-477.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.5% |
| 7D | -1.9% | -6.1% | +4.2% | -0.5% |
| 30D | +7.8% | +13.7% | -6.0% | +4.4% |
| 3M | +1.9% | -1.5% | +3.4% | +1.9% |
| 6M | +3.4% | +11.3% | -7.9% | +0.2% |
| YTD | +7.6% | +8.9% | -1.3% | +4.1% |
| 1Y | +2.1% | +6.1% | -4.0% | -0.8% |
| 3Y | +29.6% | +57.7% | -28.1% | +9.5% |
| 5Y | +39.5% | +159.0% | -119.5% | -1.7% |
| All | +192.7% | +669.9% | -477.2% | +60.9% |
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