+736.5%
EXPE vs PHM
+227.3%
+509.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | -4.2% | -6.1% | +1.9% | -2.0% |
| 30D | -4.5% | +13.7% | -18.3% | -8.6% |
| 3M | -19.7% | -1.5% | -18.2% | -19.0% |
| 6M | +18.3% | +11.3% | +7.0% | +14.3% |
| YTD | -7.3% | +8.9% | -16.2% | -10.6% |
| 1Y | -3.9% | +6.1% | -10.0% | -6.4% |
| 3Y | +123.0% | +57.7% | +65.3% | +83.8% |
| 5Y | +47.9% | +159.0% | -111.0% | +1.1% |
| 10Y | +126.5% | +676.2% | -549.7% | +3.4% |
| All | +736.5% | +227.3% | +509.2% | +216.9% |
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 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