+7.7%
PHM vs ESI
+23.9%
-16.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.4% |
| 7D | -4.8% | +1.8% | -6.6% | -5.1% |
| 30D | +16.5% | -6.6% | +23.1% | +17.3% |
| 3M | -2.0% | -9.4% | +7.4% | -1.0% |
| 6M | +12.7% | -24.1% | +36.8% | +17.3% |
| YTD | +11.2% | +37.1% | -26.0% | -8.4% |
| 1Y | +7.7% | +24.5% | -16.8% | -6.7% |
| All | +7.7% | +23.9% | -16.1% | -6.7% |
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