+557.2%
PHM vs EVRG
+113.9%
+443.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -8.4% | -1.2% | -7.2% | -7.9% |
| 3M | -4.4% | -0.6% | -3.8% | -4.2% |
| 6M | -3.7% | +2.4% | -6.2% | -5.2% |
| YTD | +1.3% | +15.5% | -14.2% | -6.6% |
| 1Y | -14.0% | +16.8% | -30.9% | -21.4% |
| 3Y | +48.1% | +75.0% | -26.9% | +7.4% |
| 5Y | +158.8% | +49.3% | +109.4% | +102.4% |
| All | +557.2% | +113.9% | +443.3% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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