-13.3%
PHM vs EAT
+38.2%
-51.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -6.4% | -6.2% | -0.2% | -5.6% |
| 30D | -12.1% | -3.0% | -9.1% | -11.9% |
| 3M | -1.5% | +45.6% | -47.2% | -7.2% |
| 6M | -6.0% | +53.5% | -59.6% | -11.8% |
| YTD | -0.3% | +49.6% | -49.9% | -6.3% |
| 1Y | -13.3% | +38.9% | -52.3% | -15.3% |
| All | -13.3% | +38.2% | -51.5% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling