+663.5%
PHM vs EAT
+320.8%
+342.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.1% | -4.0% | -0.1% | -3.1% |
| 30D | +16.1% | -2.9% | +19.0% | +16.6% |
| 3M | -2.5% | -16.9% | +14.4% | +1.6% |
| 6M | +12.9% | +57.0% | -44.0% | -1.8% |
| YTD | +9.0% | +38.2% | -29.2% | -3.1% |
| 1Y | +8.2% | +69.3% | -61.1% | -9.5% |
| 3Y | +58.4% | +483.0% | -424.5% | -13.5% |
| 5Y | +159.2% | +364.1% | -205.0% | +43.6% |
| All | +663.5% | +320.8% | +342.7% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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