+11,095.6%
PHM vs EVRG
+2,068.9%
+9,026.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -3.2% | +1.1% | -4.3% | -3.8% |
| 30D | -6.4% | -1.0% | -5.4% | -6.0% |
| 3M | +5.5% | +0.4% | +5.1% | +5.2% |
| 6M | -5.4% | -0.8% | -4.6% | -5.2% |
| YTD | +6.6% | +15.3% | -8.8% | -1.5% |
| 1Y | -8.8% | +17.9% | -26.7% | -16.8% |
| 3Y | +54.1% | +71.9% | -17.8% | +14.0% |
| 5Y | +144.5% | +45.3% | +99.2% | +95.6% |
| 10Y | +569.4% | +113.1% | +456.4% | +321.5% |
| All | +11,095.6% | +2,068.9% | +9,026.7% | +1,803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling