+557.2%
PHM vs EQNR
+416.8%
+140.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -5.0% | +6.4% | -11.4% | -6.3% |
| 30D | -8.4% | +10.4% | -18.8% | -10.5% |
| 3M | -4.4% | +23.1% | -27.5% | -9.5% |
| 6M | -3.7% | +36.3% | -40.0% | -12.7% |
| YTD | +1.3% | +96.0% | -94.7% | -17.3% |
| 1Y | -14.0% | +94.2% | -108.3% | -29.8% |
| 3Y | +48.1% | +75.3% | -27.1% | +21.6% |
| 5Y | +158.8% | +187.2% | -28.4% | +66.7% |
| All | +557.2% | +416.8% | +140.4% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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