+557.2%
PHM vs EFV
+169.9%
+387.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.4% |
| 7D | -5.0% | -0.8% | -4.2% | -4.1% |
| 30D | -8.4% | +0.6% | -9.1% | -9.0% |
| 3M | -4.4% | +7.5% | -12.0% | -11.7% |
| 6M | -3.7% | +13.0% | -16.8% | -15.6% |
| YTD | +1.3% | +18.3% | -17.0% | -15.7% |
| 1Y | -14.0% | +26.7% | -40.8% | -33.5% |
| 3Y | +48.1% | +89.6% | -41.5% | -25.9% |
| 5Y | +158.8% | +98.2% | +60.6% | +22.9% |
| All | +557.2% | +169.9% | +387.3% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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