+154.7%
PHM vs EVRG
+45.7%
+109.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -6.4% | -0.7% | -5.7% | -6.0% |
| 30D | -12.1% | 0.0% | -12.1% | -12.2% |
| 3M | -1.5% | -1.0% | -0.6% | -1.1% |
| 6M | -6.0% | +1.0% | -7.0% | -6.6% |
| YTD | -0.3% | +15.1% | -15.4% | -7.6% |
| 1Y | -13.3% | +17.6% | -30.9% | -20.8% |
| 3Y | +47.6% | +70.5% | -22.9% | +9.0% |
| 5Y | +154.7% | +48.9% | +105.9% | +98.4% |
| All | +154.7% | +45.7% | +109.1% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling