+158.0%
EXPE vs PHM
+545.0%
-387.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -11.5% | -3.9% | -7.7% | -9.8% |
| 30D | -13.1% | -8.6% | -4.5% | -9.3% |
| 3M | +18.1% | -2.9% | +21.1% | +20.0% |
| 6M | +13.3% | -5.7% | +19.0% | +15.9% |
| YTD | -3.2% | +1.9% | -5.1% | -5.3% |
| 1Y | +26.1% | -12.3% | +38.5% | +32.2% |
| 3Y | +151.7% | +50.8% | +100.9% | +94.9% |
| 5Y | +88.3% | +157.3% | -68.9% | +9.3% |
| 10Y | +158.0% | +566.5% | -408.5% | +1.9% |
| All | +158.0% | +545.0% | -387.0% | +1.9% |
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