+151.4%
EXE vs PHM
+172.1%
-20.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | +3.6% | -6.1% | +9.7% | +4.3% |
| 30D | -4.3% | +13.7% | -18.1% | -5.9% |
| 3M | -7.7% | -1.5% | -6.1% | -7.7% |
| 6M | -7.2% | +11.3% | -18.5% | -9.0% |
| YTD | -18.5% | +8.9% | -27.4% | -20.3% |
| 1Y | -24.4% | +6.1% | -30.5% | -25.8% |
| 3Y | +21.6% | +57.7% | -36.1% | +7.7% |
| 5Y | +77.3% | +159.0% | -81.6% | +35.7% |
| All | +151.4% | +172.1% | -20.8% | +91.0% |
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