+52.2%
PHM vs ESI
+82.9%
-30.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -2.5% | +5.4% | -7.9% | -4.3% |
| 30D | -9.7% | -4.2% | -5.5% | -8.5% |
| 3M | +2.2% | -9.6% | +11.8% | +4.2% |
| 6M | -5.7% | +18.3% | -24.0% | -15.7% |
| YTD | +2.8% | +45.8% | -43.0% | -17.4% |
| 1Y | -14.4% | +39.2% | -53.6% | -30.1% |
| 3Y | +52.2% | +86.3% | -34.1% | -0.8% |
| All | +52.2% | +82.9% | -30.7% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling