+3,870.8%
PHM vs EL
+1,685.7%
+2,185.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -1.1% |
| 7D | -3.2% | +0.8% | -4.0% | -3.5% |
| 30D | -6.4% | +19.8% | -26.3% | -13.7% |
| 3M | +5.5% | +25.7% | -20.2% | -4.9% |
| 6M | -5.4% | +5.4% | -10.9% | -9.7% |
| YTD | +6.6% | +0.2% | +6.4% | +2.5% |
| 1Y | -8.8% | +20.4% | -29.3% | -19.9% |
| 3Y | +54.1% | -32.1% | +86.3% | +57.5% |
| 5Y | +144.5% | -67.2% | +211.7% | +240.2% |
| 10Y | +569.4% | +31.7% | +537.7% | +370.7% |
| All | +3,870.8% | +1,685.7% | +2,185.0% | +1,068.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling