-13.3%
PHM vs ESI
+34.0%
-47.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.2% |
| 7D | -6.4% | -2.3% | -4.0% | -5.9% |
| 30D | -12.1% | -9.0% | -3.1% | -10.4% |
| 3M | -1.5% | -13.3% | +11.7% | 0.0% |
| 6M | -6.0% | +5.3% | -11.3% | -11.3% |
| YTD | -0.3% | +37.6% | -37.9% | -15.6% |
| 1Y | -13.3% | +33.6% | -47.0% | -26.2% |
| All | -13.3% | +34.0% | -47.4% | -26.2% |
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