+52.2%
PHM vs EL
-30.9%
+83.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.1% |
| 7D | -2.5% | +1.7% | -4.2% | -2.8% |
| 30D | -9.7% | +15.5% | -25.1% | -12.3% |
| 3M | +2.2% | +20.6% | -18.3% | -1.7% |
| 6M | -5.7% | +10.5% | -16.2% | -8.4% |
| YTD | +2.8% | -1.9% | +4.7% | +1.5% |
| 1Y | -14.4% | +16.1% | -30.5% | -18.4% |
| 3Y | +52.2% | -30.2% | +82.4% | +51.5% |
| All | +52.2% | -30.9% | +83.2% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling