+12.9%
PHM vs EL
+33.1%
-20.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -4.1% | +1.5% | -5.7% | -4.5% |
| 30D | +16.1% | +10.0% | +6.1% | +13.1% |
| 3M | -2.5% | +28.4% | -30.9% | -8.8% |
| 6M | +12.9% | +37.1% | -24.1% | +4.1% |
| All | +12.9% | +33.1% | -20.2% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling