+20.7%
EXE vs PHM
+52.3%
-31.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.3% |
| 7D | -1.8% | -2.5% | +0.7% | -1.8% |
| 30D | +6.4% | -9.7% | +16.1% | +6.6% |
| 3M | +9.2% | +2.2% | +7.0% | +9.0% |
| 6M | -7.0% | -5.7% | -1.3% | -6.9% |
| YTD | -9.5% | +2.8% | -12.3% | -10.0% |
| 1Y | +6.2% | -14.4% | +20.6% | +6.9% |
| 3Y | +20.7% | +52.2% | -31.5% | +10.0% |
| All | +20.7% | +52.3% | -31.5% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling