+663.5%
PHM vs EL
+62.2%
+601.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -4.1% | +1.5% | -5.7% | -4.6% |
| 30D | +16.1% | +10.0% | +6.1% | +12.2% |
| 3M | -2.5% | +28.4% | -30.9% | -11.4% |
| 6M | +12.9% | +37.1% | -24.1% | -0.4% |
| YTD | +9.0% | +7.8% | +1.2% | +2.7% |
| 1Y | +8.2% | +26.0% | -17.9% | -4.1% |
| 3Y | +58.4% | +3.8% | +54.6% | +39.2% |
| 5Y | +159.2% | -65.2% | +224.4% | +277.2% |
| All | +663.5% | +62.2% | +601.3% | +445.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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