+546.9%
PHM vs ESI
+310.7%
+236.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.2% |
| 7D | -6.4% | -2.3% | -4.0% | -5.5% |
| 30D | -12.1% | -9.0% | -3.1% | -8.8% |
| 3M | -1.5% | -13.3% | +11.7% | +2.6% |
| 6M | -6.0% | +5.3% | -11.3% | -11.7% |
| YTD | -0.3% | +37.6% | -37.9% | -18.1% |
| 1Y | -13.3% | +33.6% | -47.0% | -28.2% |
| 3Y | +47.6% | +75.8% | -28.2% | +4.9% |
| 5Y | +154.7% | +68.6% | +86.1% | +82.3% |
| All | +546.9% | +310.7% | +236.2% | +196.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling