+11,095.6%
PHM vs EAT
+11,644.8%
-549.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -6.4% | +1.9% | -8.3% | -7.6% |
| 3M | +5.5% | +68.7% | -63.2% | -12.1% |
| 6M | -5.4% | +66.9% | -72.3% | -22.1% |
| YTD | +6.6% | +60.4% | -53.8% | -11.5% |
| 1Y | -8.8% | +44.0% | -52.8% | -22.5% |
| 3Y | +54.1% | +604.7% | -550.6% | -28.8% |
| 5Y | +144.5% | +347.0% | -202.6% | +23.8% |
| 10Y | +569.4% | +390.8% | +178.7% | +155.9% |
| All | +11,095.6% | +11,644.8% | -549.2% | +1,071.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling