+93.1%
EXPE vs PHM
+149.8%
-56.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.5% |
| 7D | -8.7% | -6.4% | -2.3% | -5.8% |
| 30D | -13.6% | -12.1% | -1.5% | -8.3% |
| 3M | +26.6% | -1.5% | +28.2% | +27.8% |
| 6M | +19.9% | -6.0% | +26.0% | +23.0% |
| YTD | -1.7% | -0.3% | -1.4% | -2.9% |
| 1Y | +29.4% | -13.3% | +42.8% | +36.2% |
| 3Y | +155.7% | +47.6% | +108.1% | +93.5% |
| 5Y | +93.1% | +154.7% | -61.7% | +3.8% |
| All | +93.1% | +149.8% | -56.8% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling