+178.5%
EXE vs PHM
+166.3%
+12.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | +8.5% | -6.4% | +14.9% | +9.2% |
| 3M | +5.5% | +5.5% | 0.0% | +4.4% |
| 6M | -5.9% | -5.4% | -0.5% | -5.6% |
| YTD | -9.7% | +6.6% | -16.3% | -11.3% |
| 1Y | +3.6% | -8.8% | +12.4% | +4.1% |
| 3Y | +18.0% | +54.1% | -36.1% | +4.8% |
| 5Y | +109.4% | +144.5% | -35.1% | +61.4% |
| All | +178.5% | +166.3% | +12.2% | +112.6% |
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