+223.4%
PHM vs EFV
+256.4%
-33.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.8% |
| 7D | -2.5% | +1.0% | -3.5% | -3.5% |
| 30D | -9.7% | +0.2% | -9.8% | -9.8% |
| 3M | +2.2% | +9.6% | -7.4% | -7.4% |
| 6M | -5.7% | +14.0% | -19.7% | -18.1% |
| YTD | +2.8% | +18.5% | -15.6% | -14.4% |
| 1Y | -14.4% | +27.9% | -42.3% | -34.3% |
| 3Y | +52.2% | +92.4% | -40.2% | -24.7% |
| 5Y | +154.3% | +97.2% | +57.1% | +22.2% |
| 10Y | +545.9% | +163.0% | +382.9% | +127.3% |
| All | +223.4% | +256.4% | -33.0% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling