+170.4%
PHM vs ESI
+39.6%
+130.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.2% | -3.6% |
| 7D | +2.9% | -6.6% | +9.5% | +5.5% |
| 30D | +16.5% | -9.8% | +26.3% | +20.3% |
| 3M | +0.6% | -11.9% | +12.6% | +4.3% |
| 6M | +11.6% | -25.1% | +36.7% | +22.2% |
| YTD | +12.1% | +31.9% | -19.8% | -11.7% |
| 1Y | +9.6% | +19.2% | -9.6% | -8.9% |
| 3Y | +62.3% | +76.2% | -13.9% | +0.7% |
| 5Y | +170.4% | +39.4% | +131.0% | +98.9% |
| All | +170.4% | +39.6% | +130.8% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling