+46.2%
EXC vs PHM
+152.9%
-106.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.2% |
| 7D | +1.2% | -2.5% | +3.7% | +1.6% |
| 30D | -2.7% | -9.7% | +6.9% | -1.4% |
| 3M | -1.0% | +2.2% | -3.2% | -1.4% |
| 6M | -9.3% | -5.7% | -3.6% | -8.8% |
| YTD | +3.6% | +2.8% | +0.8% | +2.7% |
| 1Y | +5.9% | -14.4% | +20.3% | +7.6% |
| 3Y | +21.3% | +52.2% | -30.9% | +9.4% |
| 5Y | +46.2% | +154.3% | -108.1% | +13.2% |
| All | +46.2% | +152.9% | -106.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling