+14.6%
PHM vs ESI
+27.8%
-13.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.6% | +11.8% | +7.8% |
| 7D | +13.6% | -6.6% | +20.1% | +14.6% |
| 30D | +19.3% | -10.9% | +30.2% | +21.2% |
| 3M | +3.5% | -13.8% | +17.3% | +5.6% |
| 6M | +18.6% | -21.5% | +40.1% | +22.1% |
| YTD | +16.7% | +34.7% | -18.0% | -3.1% |
| 1Y | +14.6% | +24.9% | -10.3% | -1.4% |
| All | +14.6% | +27.8% | -13.2% | -1.4% |
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