+153.5%
EXPE vs PHM
+52.3%
+101.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.5% | -4.4% | -6.5% |
| 7D | -9.8% | -2.5% | -7.3% | -8.8% |
| 30D | -11.5% | -9.7% | -1.8% | -7.9% |
| 3M | +21.7% | +2.2% | +19.5% | +21.2% |
| 6M | +10.4% | -5.7% | +16.1% | +12.7% |
| YTD | -2.5% | +2.8% | -5.4% | -4.5% |
| 1Y | +27.3% | -14.4% | +41.8% | +33.2% |
| 3Y | +153.5% | +52.2% | +101.3% | +86.5% |
| All | +153.5% | +52.3% | +101.2% | +86.5% |
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