+2,340.5%
EXC vs PHM
+11,456.8%
-9,116.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.3% | -3.2% | +3.5% | +0.8% |
| 30D | -3.7% | -6.4% | +2.7% | -2.8% |
| 3M | -1.3% | +5.5% | -6.8% | -2.2% |
| 6M | -9.7% | -5.4% | -4.3% | -9.3% |
| YTD | +2.9% | +6.6% | -3.7% | +1.4% |
| 1Y | +4.4% | -8.8% | +13.2% | +5.0% |
| 3Y | +22.2% | +54.1% | -31.9% | +12.0% |
| 5Y | +46.7% | +144.5% | -97.8% | +23.4% |
| 10Y | +155.3% | +569.4% | -414.1% | +82.1% |
| All | +2,340.5% | +11,456.8% | -9,116.2% | +953.5% |
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