-8.8%
PHM vs ESI
+44.5%
-53.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.5% |
| 7D | -3.2% | +3.3% | -6.5% | -3.9% |
| 30D | -6.4% | -5.9% | -0.6% | -5.3% |
| 3M | +5.5% | -14.1% | +19.6% | +7.9% |
| 6M | -5.4% | +6.6% | -12.0% | -10.7% |
| YTD | +6.6% | +45.0% | -38.4% | -11.3% |
| 1Y | -8.8% | +41.5% | -50.3% | -23.3% |
| All | -8.8% | +44.5% | -53.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling