+167.7%
PHM vs EAT
+362.5%
-194.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.5% |
| 7D | -4.8% | -8.9% | +4.2% | -2.7% |
| 30D | +16.5% | +3.4% | +13.1% | +15.2% |
| 3M | -2.0% | -9.3% | +7.3% | -0.6% |
| 6M | +12.7% | +43.8% | -31.1% | +1.2% |
| YTD | +11.2% | +39.9% | -28.7% | -0.6% |
| 1Y | +7.7% | +89.7% | -82.0% | -11.6% |
| 3Y | +60.9% | +491.3% | -430.4% | -16.7% |
| 5Y | +167.7% | +365.4% | -197.7% | +41.6% |
| All | +167.7% | +362.5% | -194.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling