+855.0%
EXPE vs PHM
+220.3%
+634.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.5% | -3.2% | -6.3% | -8.5% |
| 30D | -6.6% | -6.4% | -0.2% | -4.4% |
| 3M | +31.4% | +5.5% | +25.9% | +29.0% |
| 6M | +35.2% | -5.4% | +40.6% | +37.4% |
| YTD | +5.8% | +6.6% | -0.8% | +2.5% |
| 1Y | +38.7% | -8.8% | +47.5% | +41.9% |
| 3Y | +175.8% | +54.1% | +121.7% | +128.2% |
| 5Y | +111.8% | +144.5% | -32.6% | +46.9% |
| 10Y | +179.7% | +569.4% | -389.7% | +33.2% |
| All | +855.0% | +220.3% | +634.7% | +263.5% |
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 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