+174.8%
EXE vs PHM
+154.5%
+20.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.5% |
| 7D | -2.7% | -3.9% | +1.1% | -2.3% |
| 30D | -0.4% | -8.6% | +8.2% | +0.6% |
| 3M | +9.5% | -2.9% | +12.4% | +9.5% |
| 6M | -9.3% | -5.7% | -3.6% | -9.1% |
| YTD | -10.9% | +1.9% | -12.8% | -12.0% |
| 1Y | +4.3% | -12.3% | +16.6% | +5.3% |
| 3Y | +18.8% | +50.8% | -32.0% | +5.6% |
| 5Y | +101.4% | +157.3% | -55.9% | +53.9% |
| All | +174.8% | +154.5% | +20.3% | +110.9% |
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